Related papers: Eigenvalue distribution of optimal transportation
We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…
We consider dynamical transport metrics for probability measures on discretisations of a bounded convex domain in $\mathbb{R}^d$. These metrics are natural discrete counterparts to the Kantorovich metric $\mathbb{W}_2$, defined using a…
We use the transport methods developped in [3] to obtain universality results for local statistics of eigenvalues in the bulk and at the edge for $\beta$-matrix models in the multi-cut regime. We construct an approximate transport map…
A quantitative Brenier decomposition shows that the deviation of a map from volume preserving is bounded by the deviation of the derivative from volume preserving. A study of the matrix nearness problem for $SL(n)$ and $Sp(2n)$ relates the…
We consider the Monge-Kantorovich problem between two random measuress. More precisely, given probability measures $\mathbb{P}_1,\mathbb{P}_2\in\mathcal{P}(\mathcal{P}(M))$ on the space $\mathcal{P}(M)$ of probability measures on a smooth…
This paper gives sharp rates of convergence for natural versions of the Metropolis algorithm for sampling from the uniform distribution on a convex polytope. The singular proposal distribution, based on a walk moving locally in one of a…
We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…
This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…
We compute the exact and limiting smallest eigenvalue distributions for two classes of $\beta$-Jacobi ensembles not covered by previous studies. In the general $\beta$ case, these distributions are given by multivariate hypergeometric…
We prove a sharp global $W^{2,\,p}$ estimate for potentials of optimal transport maps that take a certain class of non-convex planar domains to convex ones.
We consider the transfer operators of non-uniformly expanding maps for potentials of various regularity, and show that a specific property of potentials ("flatness") implies a Ruelle-Perron-Frobenius Theorem and a decay of the transfer…
We study asymptotics of the spectral measure of a randomly chosen partial automorphism of a rooted tree. To every partial automorphism $x$ we assign its action matrix $A_x$. It is shown that the uniform distribution on eigenvalues of $A_x$…
This work represents a systematic computational study of the distribution of the Fourier coefficients of cuspidal Hecke eigenforms of level $\Gamma_0(4)$ and half-integral weights. Based on substantial calculations, the question is raised…
This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…
The study of complex networks has been one of the most active fields in science in recent decades. Spectral properties of networks (or graphs that represent them) are of fundamental importance. Researchers have been investigating these…
We study the probability distribution of the index ${\mathcal N}_+$, i.e., the number of positive eigenvalues of an $N\times N$ Gaussian random matrix. We show analytically that, for large $N$ and large $\mathcal{N}_+$ with the fraction…
The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a…
Let $A \subset \mathbb{R}^d$, $d\ge 2$, be a compact convex set and let $\mu = \varrho_0 dx$ be a probability measure on $A$ equivalent to the restriction of Lebesgue measure. Let $\nu = \varrho_1 dx$ be a probability measure on $B_r :=…