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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…

Probability · Mathematics 2024-11-11 Johannes Alt , Torben Krüger

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…

Probability · Mathematics 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

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…

Analysis of PDEs · Mathematics 2020-01-30 Peter Gladbach , Eva Kopfer , Jan Maas

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…

Probability · Mathematics 2017-08-04 Florent Bekerman

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…

Analysis of PDEs · Mathematics 2017-04-19 Christopher Policastro

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…

Probability · Mathematics 2024-10-10 Pedram Emami , Brendan Pass

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…

Spectral Theory · Mathematics 2011-04-06 Persi Diaconis , Gilles Lebeau , Laurent Michel

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…

Probability · Mathematics 2011-04-22 Soumik Pal

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…

Functional Analysis · Mathematics 2025-10-22 William Ford

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…

Probability · Mathematics 2011-08-16 Ioana Dumitriu

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.

Analysis of PDEs · Mathematics 2023-06-16 Connor Mooney , Arghya Rakshit

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…

Classical Analysis and ODEs · Mathematics 2022-07-14 Benoît Kloeckner

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 $A_x$…

Group Theory · Mathematics 2020-06-30 Eugenia Kochubinska

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…

Number Theory · Mathematics 2021-12-01 Ilker Inam , Zeynep Demirkol Özkaya , Elif Tercan , Gabor Wiese

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…

Classical Analysis and ODEs · Mathematics 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

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…

Mathematical Physics · Physics 2015-01-21 Christopher H. Joyner , Uzy Smilansky

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…

Combinatorics · Mathematics 2018-09-25 Daniel Montealegre , Van Vu

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…

Statistical Mechanics · Physics 2015-03-17 Satya N. Majumdar , Céline Nadal , Antonello Scardicchio , Pierpaolo Vivo

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…

Probability · Mathematics 2013-03-04 Nathael Gozlan

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 :=…

Differential Geometry · Mathematics 2008-05-12 Vladimir I. Bogachev , Alexander V. Kolesnikov