Related papers: A coupling of Brownian motions in the $\mathcal{L}…
We show that on a manifold whose Riemannian metric evolves under backwards Ricci flow two Brownian motions can be coupled in such a way that the expectation of their normalized L-distance is non-increasing. As an immediate corollary we…
Let $\{g_t\}_{t\in [0,T)}$ be a family of complete time-depending Riemannian matrics on a manifold which evolves under backwards Ricci flow. The It\^{o} formula is established for the $\mathcal{L}$-distance of the $g_t$-Brownian motion to a…
In this note, we describe a new link between Perelman's monotonicity formula for the reduced volume and ideas from optimal transport theory.
For the supercritical Bernoulli bond percolation on $\mathbb{Z}^d$ ($d \geq 2$), we give a coupling between the random walk on the infinite cluster and its limit Brownian motion, such that the maximum distance between the paths during…
In this paper we will give a new proof of the monotonicity of Wasserstein distances of two diffusions under super Ricci flow. Our proof is based on the coupling method of B.Andrew and J.Clutterbuck. The same method can also be applied to…
In this note we will adapt Topping's $\mathcal{L}$-optimal transportation theory for Ricci flow to a more general situation, i.e. to a closed manifold $(M,g_{ij}(t))$ evolving by $\partial_tg_{ij}=-2S_{ij}$, where $S_{ij}$ is a symmetric…
We study Brownian motion and stochastic parallel transport on Perelman's almost Ricci flat manifold $\mathscr M=M\times \mathbb S^N\times I$, whose dimension depends on a parameter $N$ unbounded from above. We construct sequences of…
We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…
We investigate the sample path properties of Martin-L\"of random Brownian motion. We show (1) that many classical results which are known to hold almost surely hold for every Martin-L\"of random Brownian path, (2) that the effective…
The Lie groups $SU(2)$ and $SL(2,\mathbb{R})$ can be viewed as model spaces in subRiemannian geometry. Coupling two subelliptic Brownian motions on $SU(2)$ (resp. $SL(2,\mathbb{R})$) consists in coupling two Brownian motions on the sphere…
We show that a certain entropy-like function is convex, under an optimal transport problem that is adapted to Ricci flow. We use this to reprove the monotonicity of Perelman's reduced volume.
Optimal transport plays a major role in the study of manifolds with Ricci curvature bounded below. Some results in this setting have been extended to super Ricci flows, revealing a unified approach to analysis on Ricci nonnegative manifolds…
Consider all the possible ways of coupling together two Brownian motions with the same starting position but with different drifts onto the same probability space. It is known that there exist couplings which make these processes agree for…
In this paper we introduce three Markovian couplings of Brownian motions on smooth Riemannian manifolds without boundary which sit at the crossroad of two concepts. The first concept is the one of shy coupling put forward in…
We show that the heat flow on super-Ricci flows in the sense of Sturm satisfies transport estimates with respect to every $L^p$-Kantorovich distance, $p\in[1,\infty]$. As an application we construct Brownian motions on time-dependent metric…
The well-known reflection coupling gives a maximal coupling of two one-dimensional Brownian motions with different starting points. Nevertheless, the reflection coupling does not generalize to more than two Brownian motions. In this paper,…
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…
In this paper we consider compact, Riemannian manifolds $M_1, M_2$ each equipped with a one-parameter family of metrics $g_1(t), g_2(t)$ satisfying the Ricci flow equation. Motivated by a characterization of the super Ricci flow developed…
The paper studies the question of whether the classical mirror and synchronous couplings of two Brownian motions minimise and maximise, respectively, the coupling time of the corresponding geometric Brownian motions. We establish a…
Two probability distributions $\mu$ and $\nu$ in second stochastic order can be coupled by a supermartingale, and in fact by many. Is there a canonical choice? We construct and investigate two couplings which arise as optimizers for…