ScalingStacks

Definition 4.1 . [05AF]

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Definition 4.1.

Let Ω⊆ℝn\Omega\subseteq\mathbb{R}^{n} be bounded, open and convex and denote by λ\lambda the standard Lebesgue measure on ℝn\mathbb{R}^{n} and by ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle the standard scalar product on ℝn\mathbb{R}^{n}. Let hh be a convex function on Ω\Omega and x0∈Ωx_{0}\in\Omega. We define the gradient image of x0x_{0} under hh to be

∇h(x0):={p∈ℝn|∀x∈Ω:h(x0)+⟨x−x0,p⟩≤h(x)}\nabla h(x_{0}):=\left\{p\in\mathbb{R}^{n}\;\Big|\;\forall x\in\Omega\;:\;h(x_{0})+\langle x-x_{0},p\rangle\leq h(x)\right\}

and for E⊆ΩE\subseteq\Omega

∇h​(E):=⋃x0∈E∇h​(x0).\nabla h(E):=\bigcup_{x_{0}\in E}\nabla h(x_{0}).

Note that if EE is a Borel set, the same is true for ∇h​(E)\nabla h(E). Finally we define the Monge-Ampère measure associated to hh by

MA⁡(h)​(E):=λ⁡(∇h​(E))\MA(h)(E):=\lambda(\nabla h(E))

for all Borel sets E⊆ΩE\subseteq\Omega. It is indeed a measure on the Borel σ\sigma-algebra, for details see [RT77, Section 2]. The real Monge-Ampère operator is continuous in the sense that if (un)n∈ℕ(u_{n})_{n\in\mathbb{N}} is a sequence of convex functions on Ω\Omega converging pointwise to a convex function uu then (MA⁡(un))n∈ℕ(\MA(u_{n}))_{n\in\mathbb{N}} converges weakly to MA⁡(u)\MA(u). If hh is two times continuously differentiable then MA⁡(h)=detD2​h⋅λ\MA(h)=\det D^{2}h\cdot\lambda.

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