Related papers: A strong convergence to the Rosenblatt process
We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…
We prove a.s. (almost sure) unisolvency of interpolation by continuous random sampling with respect to any given density, in spaces of multivariate a.e. (almost everywhere) analytic functions. Examples are given concerning polynomial and…
This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections…
The paper considers a class of linear Boltzmann transport equations which models a charged particle transport. The equation is an approximation of the original exact transport equation which involves hyper-singular integrals in their…
We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…
A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…
We consider discrete Schr\"odinger operators with Sturmian potentials and study the transport exponents associated with them. Under suitable assumptions on the frequency, we establish upper and lower bounds for the upper transport…
We give rates of convergence in the almost sure invariance principle for sums of dependent random variables with semi exponential tails, whose coupling coefficients decrease at a subexponential rate. We show that the rates in the strong…
We present a detailed study of the first simple mechanical system that shows fully realistic transport behavior while still being exactly solvable at the level of equilibrium statistical mechanics. The system under consideration is a…
For two probability measures $\rho$ and $\pi$ on $[-1,1]^{\mathbb{N}}$ we investigate the approximation of the triangular Knothe-Rosenblatt transport $T:[-1,1]^{\mathbb{N}}\to [-1,1]^{\mathbb{N}}$ that pushes forward $\rho$ to $\pi$. Under…
We consider a stationary Poisson hyperplane process with given directional distribution and intensity in $d$-dimensional Euclidean space. Generalizing the zero cell of such a process, we fix a convex body $K$ and consider the intersection…
We consider a multidimensional inhomogeneous birth-death process (BDP) and obtain bounds on the rate of convergence for the corresponding one-dimensional processes.
Results on the rational approximation of functions containing singularities are presented. We build further on the ''lightning method'', recently proposed by Trefethen and collaborators, based on exponentially clustering poles close to the…
In this work we present several quantitative results of convergence to equilibrium for the linear Boltzmann operator with soft potentials under Grad's angular cutoff assumption. This is done by an adaptation of the famous entropy method and…
Loosely speaking, causal transport plans are a relaxation of adapted processes in the same sense as Kantorovich transport plans extend Monge-type transport maps. The corresponding causal version of the transport problem has recently been…
We prove a sharp rate of convergence to stationarity for a natural random walk on a compact Riemannian manifold $(M,g)$. The proof includes a detailed study of the spectral theory of the associated operator.
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
We provide in a unified way quantitative forms of strong convergence results for numerous iterative procedures which satisfy a general type of Fejer monotonicity where the convergence uses the compactness of the underlying set. These…
In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…
We discuss a method to estimate the measure of a compact set which is approximated using the Hausdorff distance by a sequence of compact sets. We do this by considering corresponding fattenings of the sequence of compact sets and showing…