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In this article, we derive a new covariance estimate. The estimate has a similar structure as the Brascamp-Lieb inequality and is optimal for ferromagnetic Gaussian measures. It can be naturally applied to deduce decay of correlations of…

Probability · Mathematics 2014-02-24 Georg Menz

Elementary proofs of sharp isoperimetric inequalities on a normed space $(\mathbb{R}^n,||\cdot||)$ equipped with a measure $\mu = w(x) dx$ so that $w^p$ is homogeneous are provided, along with a characterization of the corresponding…

Functional Analysis · Mathematics 2014-06-24 Emanuel Milman , Liran Rotem

The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…

Condensed Matter · Physics 2007-05-23 A. M. Jayannavar , Mangal C. Mahato

Min-max optimization problems (i.e., min-max games) have been attracting a great deal of attention because of their applicability to a wide range of machine learning problems. Although significant progress has been made recently, the…

Computer Science and Game Theory · Computer Science 2023-07-07 Denizalp Goktas , Amy Greenwald

We give a multivariate generalization of Borell's noise stability theorem for Gaussian vectors. As a consequence we recover two inequalities, also due to Borell, for exit times of the Ornstein-Uhlenbeck process.

Probability · Mathematics 2013-07-31 Joe Neeman

A fluctuation theorem relating the work to its optimal average work is presented. The function mediating the relation is increasing and convex, and depends on the switching time $\tau$, driving strength $\delta\lambda/\lambda_0$, and…

Statistical Mechanics · Physics 2024-07-02 Pierre Nazé

This paper has a twofold scope. The first one is to clarify and put in evidence the isomorphic character of two theories developed in quite different fields: on one side, threshold logic, on the other side, simple games. One of the main…

Computer Science and Game Theory · Computer Science 2017-07-10 Josep Freixas , Marc Freixas , Sascha Kurz

We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…

Probability · Mathematics 2014-09-26 Rene Carmona , Xiuneng Zhu

We address the brittleness of Bayesian experimental design under model misspecification by formulating the problem as a max--min game between the experimenter and an adversarial nature subject to information-theoretic constraints. We…

Machine Learning · Statistics 2026-05-13 Hany Abdulsamad , Sahel Iqbal , Christian A. Naesseth , Takuo Matsubara , Adrien Corenflos

This paper focuses on exploring the convergence properties of a generic player's trajectory and empirical measures in an N-player Linear-Quadratic-Gaussian Nash game, where Brownian motion serves as the common noise. The study establishes…

Probability · Mathematics 2023-07-04 Jiamin Jian , Qingshuo Song , Jiaxuan Ye

The Born-Oppenheimer approach to the matter-gravity system is illustrated and the unitary evolution for matter, in the absence of phenomena such as tunnelling or other instabilities, verified. The Born-Oppenheimer approach to the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 C. Bertoni , F. Finelli , G. Venturi

This appendix provides a short proof for sample path continuity of the Brownian motion induced by an arbitrary centered Gaussian measure on a separable Banach space, and also some perturbation results for the spectrum of compact…

Probability · Mathematics 2019-02-11 James Kuelbs , Joel Zinn

We prove the endpoint case of a conjecture of Khot and Moshkovitz related to the Unique Games Conjecture, less a small error. Let $n\geq2$. Suppose a subset $\Omega$ of $n$-dimensional Euclidean space $\mathbb{R}^{n}$ satisfies…

Probability · Mathematics 2021-07-13 Steven Heilman

The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…

Optimization and Control · Mathematics 2019-12-11 Piermarco Cannarsa , Cristian Mendico

This paper describes the theory of Minkowski problems for geometric measures in convex geometric analysis. The theory goes back to Minkowski and Aleksandrov and has been developed extensively in recent years. The paper surveys classical and…

Metric Geometry · Mathematics 2025-02-11 Yong Huang , Deane Yang , Gaoyang Zhzng

We derive some maximal inequalities for the bifractional Brownian motion using comparison theorems for Gaussian processes.

Probability · Mathematics 2024-06-12 B. L. S. Prakasa Rao

Viewing gravitational energy-momentum as equal by observation, but different in essence from inertial energy-momentum naturally leads to the gauge theory of volume-preserving diffeormorphisms of an inner Minkowski space which can describe…

Mathematical Physics · Physics 2012-03-13 C. Wiesendanger

We provide necessary and sufficient conditions for hypercontractivity of the minima of nonnegative, i.i.d. random variables and of both the maxima of minima and the minima of maxima for such r.v.'s. It turns out that the idea of…

We revisit the Markov approximation necessary to derive ordinary Brownian motion from a model widely adopted in literature for this specific purpose. We show that this leads to internal inconsistencies, thereby implying that further search…

Quantum Physics · Physics 2009-10-31 A. Rocco , P. Grigolini

Aiming to provide a new class of game dynamics with good long-term rationality properties, we derive a second-order inertial system that builds on the widely studied "heavy ball with friction" optimization method. By exploiting a well-known…

Optimization and Control · Mathematics 2015-03-03 Rida Laraki , Panayotis Mertikopoulos
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