Related papers: The Borell-Ehrhard Game
In this paper, we study the minimax rates and provide an implementable convex algorithm for Poisson inverse problems under weak sparsity and physical constraints. In particular we assume the model $y_i \sim \mbox{Poisson}(Ta_i^{\top}f^*)$…
The works of Bennett, Carbery, Christ, Tao and of Valdimarsson have clarified when equality holds in the Brascamp-Lieb inequality. Here we characterize the case of equality in the Geometric case of Barthe's reverse Brascamp-Lieb inequality.
We study potential games on unimodular random graphs of bounded degree, where players interact through the underlying network. Using the unimodular measure, we define a well-posed global potential that captures both finite- and…
A Boussinesq model for the Benard convection under random influences is considered as a system of stochastic partial differential equations. This is a coupled system of stochastic Navier-Stokes equations and the transport equation for…
The Minkowski problem in convex geometry concerns showing that a given Borel measure on the unit sphere is, up to perhaps a constant, some type of surface area measure of a convex body. Two types of Minkowski problems in particular are an…
The infinitesimal forms of the $L_{p}$-Brunn-Minkowski inequalities for variational functionals, such as the $q$-capacity, the torsional rigidity, and the first eigenvalue of the Laplace operator, are investigated for $p \geq 0$. These…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…
We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…
We study a game first introduced by Martin (actually we use a slight variation of this game) which plays a role for measure analogous to the Banach-Mazur game for category. We first present proofs for the basic connections between this game…
We consider a restricted game on weighted graphs associated with minimum partitions. We replace in the classical definition of Myerson restricted game the connected components of any subgraph by the sub-components obtained with a specific…
We propose a new viewpoint on variational mean-field games with diffusion and quadratic Hamiltonian. We show the equivalence of such mean-field games with a relative entropy minimization at the level of probabilities on curves. We also…
Given a probability measure $\mu$ supported on a convex subset $\Omega$ of Euclidean space $(\mathbb{R}^d,g_0)$, we are interested in obtaining Poincar\'e and log-Sobolev type inequalities on $(\Omega,g_0,\mu)$. To this end, we change the…
The motion of a continuum of matter subject to gravitational interaction is classically described by the Euler-Poisson system. Prescribing the density of matter at initial and final times, we are able to obtain weak solutions for this…
We find a new sharp trace Gagliardo-Nirenberg-Sobolev inequality on convex cones, aswell as a weighted sharp trace Sobolev inequality on epigraphs of convex functions. This is done by using a generalized Borell-Brascamp-Lieb inequality,…
Gaussian comparison theorems are useful tools in probability theory; they are essential ingredients in the classical proofs of many results in empirical processes and extreme value theory. More recently, they have been used extensively in…
The Borell-Brascamp-Lieb inequality is a classical extension of the Pr\'ekopa-Leindler inequality, which in turn is a functional counterpart of the Brunn-Minkowski inequality. The stability of these inequalities has received significant…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
Game-theoretic probability uses the structure of gambles to define a concept like probability, but which is more flexible and robust. We show that results in game-theoretic probability can be thought of as minimax theorems for specific…
We give an alternative proof for discrete Brunn-Minkowski type inequalities, recently obtained by Halikias, Klartag and the author. This proof also implies somewhat stronger weighted versions of these inequalities. Our approach generalizes…