The Entropy of the Push-Forward of a Measure by the Gradient of a Twice Continuously Differentiable Function with Pinched Hessian
lemmaProbabilitylem:entropy-pushforward-gradient-map-2026aPushing a measure with finite entropy and second moment forward by the gradient of a twice continuously differentiable function whose Hessian is pinched between two positive multiples of the identity keeps both finite, and lowers the entropy by the mean of log det of the Hessian.
In the setting of Wasserstein Spaces, Random Vectors, Vector Fields and Symmetric Matrices in Every Dimension: Standing Notation, with the set of probability measures with finite second moment, and with finite entropy, the entropy and the set as in that definition. Let be of class on , which is open by claim 1 of Euclidean Space is Open in Itself, and Maps are Continuous, with Hessian matrix and gradient map as in Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation §derivatives, and let and be positive real numbers with for every . The map is Borel by The Gradient of a Twice Continuously Differentiable Function with Hessian Pinched between Two Positive Multiples of the Identity is a Bi-Lipschitz Bijection of Euclidean Space with Continuously Differentiable Inverse §bijection, The Gradient of a Twice Continuously Differentiable Function with Hessian Pinched between Two Positive Multiples of the Identity is a Bi-Lipschitz Bijection of Euclidean Space with Continuously Differentiable Inverse §inverse and Change of Variables for the Lebesgue Integral under a Continuously Differentiable Bijection of Euclidean Space with Symmetric Positive Definite Jacobian Matrix, and the Density of a Push-Forward §regularity, and for every by Determinants of Positive Definite Matrices: Positivity, the Bound , Bounds under Pinching, and the Expansion of §pinching and Determinants of Positive Definite Matrices: Positivity, the Bound , Bounds under Pinching, and the Expansion of §positive, with the determinant and the natural logarithm. Let .
1. (Second moment)¶ .
2. (Entropy)¶ The function is Borel and bounded, , and
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