Related papers: Tranport estimates for random measures in dimensio…

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

We establish analogs of Cheeger's inequality for probability measures with heavy tails. As one of the principal applications, suppose $\lambda > 3$ and define the (Pareto) probability measure $\mu_{\lambda}$ on $[1,\infty)$ by…

In this paper, we give a uniqueness result to a transport equation fulfilled by probability measure on a infinite dimensional Hilbert space. Main arguments are based on projective aspects and a probabilistic representation of the solutions.…

Let $\rho$ and $\mu$ be two probability measures on $\mathbb{R}$ which are not the Dirac mass at $0$. We denote by $H(\mu|\rho)$ the relative entropy of $\mu$ with respect to $\rho$. We prove that, if $\rho$ is symmetric and $\mu$ has a…

We derive a class of divergences measuring the difference between probability density functions on the one-dimensional sample space. This divergence is a one-parameter variation of the Itakura--Saito divergence between quantile density…

We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…

In graph analysis, a classic task consists in computing similarity measures between (groups of) nodes. In latent space random graphs, nodes are associated to unknown latent variables. One may then seek to compute distances directly in the…

We revisit the question of characterizing the convergence rate of plug-in estimators of optimal transport costs. It is well known that an empirical measure comprising independent samples from an absolutely continuous distribution on…

For a given dimension d $\ge$ 2 and a finite measure $\nu$ on (0, +$\infty$), we consider $\xi$ a Poisson point process on R d x (0, +$\infty$) with intensity measure dc $\otimes$ $\nu$ where dc denotes the Lebesgue measure on R d. We…

We show that for entire maps of the form $z \mapsto \lambda \exp(z)$ such that the orbit of zero is bounded and such that Lebesgue almost every point is transitive, no absolutely continuous invariant probability measure can exist. This…

We study cyclically monotone transport plans between measures in $\mathrm{M}_0(\mathbb{R}^d)$, the class of Borel measures on $\mathbb{R}^d \setminus \{0\}$ that are finite on sets bounded away from the origin but may have infinite total…

The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$ and $\tilde Z_n(t)=\int…

We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…

We study the problem of non-asymptotic deviations between a reference measure and its empirical version, in the 1-Wasserstein metric, under the standing assumption that the measure satisfies a transport-entropy inequality. We extend some…

Let $f: [0,1]^d \rightarrow \mathbb{R}$ be a continuous function with zero mean and interpret $f_{+} = \max(f, 0)$ and $f_{-} = -\min(f, 0)$ as the densities of two measures. We prove that if the cost of transport from $f_{+}$ to $f_{-}$ is…

Let $\Lambda$ be an isolated non-trival transitive set of a $C^1$ generic diffeomorphism $f\in\Diff(M)$. We show that the space of invariant measures supported on $\Lambda$ coincides with the space of accumulation measures of time averages…

Computing the reachability probability in infinite state probabilistic models has been the topic of numerous works. Here we introduce a new property called \emph{divergence} that when satisfied allows to compute reachability probabilities…

Let $M$ be a complete Riemannian manifold, $N\in \NN$ and $p\ge 1$. We prove that almost everywhere on $x=(x_1,...,x_N)\in M^N$ for Lebesgue measure in $M^N$, the measure $\di \mu(x)=\f1N\sum_{k=1}^N\d_{x_k}$ has a unique $p$-mean $e_p(x)$.…

We investigate metric conditions that allow to prove existence and uniqueness of a map solving the Monge problem between two marginals in a metric (measure) space, proving two main results. Firstly, we introduce a nonsmooth version of the…