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In recent years, a range of measures of partial stochastic dominance have been introduced. These measures attempt to determine the extent to which one distribution is dominated by another. We assess these measures from intuitive, axiomatic,…

Probability · Mathematics 2024-10-01 Takashi Kamihigashi , John Stachurski

We completely characterise the optimal solutions for the three-marginal optimal transport problem - introduced in [K. Bolbotowski, G. Bouchitt\'e, Kantorovich-Rubinstein duality theory for the Hessian, 2024, preprint], and whose relaxation…

Optimization and Control · Mathematics 2025-02-14 Krzysztof J. Ciosmak

In this manuscript, we consider finitely many maps, all of which are defined on a smooth compact measure space, with at least one map in the collection having degree strictly bigger than 1. Working with random dynamics generated by this…

Dynamical Systems · Mathematics 2025-08-26 Thirupathi Perumal , Shrihari Sridharan

In this short note, we consider the problem of prescribing the Gauss curvature and image of the Gauss map for the graph of a function over a domain in Euclidean space. The prescription of the image of the Gauss map turns this into a second…

Analysis of PDEs · Mathematics 2020-05-28 Nestor Guillen , Jun Kitagawa

We study a general mass transport model on an arbitrary graph consisting of $L$ nodes each carrying a continuous mass. The graph also has a set of directed links between pairs of nodes through which a stochastic portion of mass, chosen from…

Statistical Mechanics · Physics 2007-05-23 M. R. Evans , Satya N. Majumdar , R. K. P. Zia

This survey explores the foundational theory and recent developments in the study of hyperuniformity. We present a comprehensive mathematical framework in the context of weakly stationary random measures, emphasizing spectral…

Probability · Mathematics 2025-10-22 Raphaël Lachièze-Rey

We explore and relate two notions of monotonicity, stochastic and realizable, for a system of probability measures on a common finite partially ordered set (poset) S when the measures are indexed by another poset A. We give counterexamples…

Probability · Mathematics 2007-05-23 James Allen Fill , Motoya Machida

We study an optimal transportation approach for recovering parameters in dynamical systems with a single smoothly varying attractor. We assume that the data is not sufficient for estimating time derivatives of state variables but enough to…

Dynamical Systems · Mathematics 2022-04-12 Yunan Yang , Levon Nurbekyan , Elisa Negrini , Robert Martin , Mirjeta Pasha

We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…

Optimization and Control · Mathematics 2015-07-22 Abbas Moameni , Brendan Pass

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

Necessary conditions for existence of normal extremals in optimal control of systems subject to nonholonomic constraints are derived as solutions of a constrained second order variational problems. In this work, a geometric interpretation…

Optimization and Control · Mathematics 2017-02-08 Leonardo Colombo

We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…

Probability · Mathematics 2014-01-20 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

The classical Kantorovich-Rubinstein duality theorem establishes a significant connection between Monge optimal transport and maximization of a linear form on the set of 1-Lipschitz functions. This result has been widely used in various…

Optimization and Control · Mathematics 2025-11-04 Karol Bołbotowski , Guy Bouchitté

The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod…

Probability · Mathematics 2016-08-04 Gaoyue Guo , Xiaolu Tan , Nizar Touzi

We analyze several problems of Optimal Transport Theory in the setting of Ergodic Theory. In a certain class of problems we consider questions in Ergodic Transport which are generalizations of the ones in Ergodic Optimization. Another class…

Dynamical Systems · Mathematics 2015-06-03 Artur O. Lopes , Jairo K. Mengue

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…

Probability · Mathematics 2017-04-28 Aneta Buraczyńska , Anna Dembińska

Estimating the parameters of a probabilistic directed graphical model from incomplete data is a long-standing challenge. This is because, in the presence of latent variables, both the likelihood function and posterior distribution are…

Machine Learning · Computer Science 2024-06-04 Vy Vo , Trung Le , Tung-Long Vuong , He Zhao , Edwin Bonilla , Dinh Phung

We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…

Probability · Mathematics 2025-06-09 Michael A. Klatt , Günter Last , Luca Lotz , D. Yogeshwaran

The distribution of finite time observable averages and transport in low dimensional Hamiltonian systems is studied. Finite time observable average distributions are computed, from which an exponent $\alpha$ characteristic of how the…

Chaotic Dynamics · Physics 2015-10-28 Lydia Bouchara , Ouerdia Ourrad , Sandro Vaienti , Xavier Leoncini

We revisit the classic problem of determining optimal routes in a graph for transporting two given distributions defined on its nodes, originally studied by Wardrop and Beckmann in the 1950s. The global congestion profile at any given time…

Optimization and Control · Mathematics 2025-03-28 Hector Andres Chang-Lara , Sergio David Zapeta-Tzul