Related papers: The Borell-Ehrhard Game
We formulate generalized Brascamp-Lieb inequalities for representations of bipartite quivers and establish necessary and sufficient conditions for such inequalities. Notably, we show contra Lieb that Gaussians do not saturate certain types…
We survey recent developments in the theory of impartial combinatorial games in misere play, focusing on how the Sprague-Grundy theory of normal-play impartial games generalizes to misere play via the indistinguishability quotient…
We address the problem of existence and (non-)uniqueness of solutions $\big(c,u(\cdot),\mu\big)$ to ergodic mean-field games in the whole space $\mathbb{R}^{m}$ with unbounded and merely measurable data, and for non-separable Hamiltonian.…
In view of the complexity of the dynamics of learning in games, we seek to decompose a game into simpler components where the dynamics' long-run behavior is well understood. A natural starting point for this is Helmholtz's theorem, which…
In this paper we study Backward Stochastic Differential Equations with two reflecting right continuous with left limits obstacles (or barriers) when the noise is given by Brownian motion and a Poisson random measure mutually independent.…
We develop a general framework to study concavity properties of weighted marginals of $\beta$-concave functions on $\mathbb{R}^n$ via local methods. As a concrete implementation of our approach, we obtain a functional version of the…
An intriguing question in martingale optimal transport is to characterize the martingale with prescribed initial and terminal marginals whose transition kernel is as Gaussian as possible. In this work we address an extension of this…
This paper is concerned with a new type of differential game problems of forwardbackward stochastic systems. There are three distinguishing features: Firstly, our game systems are forward-backward doubly stochastic differential equations,…
We prove that the (B) conjecture and the Gardner-Zvavitch conjecture are true for all log-concave measures that are rotationally invariant, extending previous results known for Gaussian measures. Actually, our result apply beyond the case…
We reformulate the CHSH game in terms of indivisible stochastic processes. Using Barandes's stochastic-quantum correspondence and its associated definition of causal locality, we present a novel proof of the Tsirelson bound. In particular,…
Mean field type models describing the limiting behavior, as the number of players tends to $+\infty$, of stochastic differential game problems, have been recently introduced by J-M. Lasry and P-L. Lions. Numerical methods for the…
In this thesis we introduce quantum refereed games, which are quantum interactive proof systems with two competing provers. We focus on a restriction of this model that we call "short quantum games" and we prove an upper bound and a lower…
It is well known that upward conditioned Brownian motion is a three-dimensional Bessel process, and that a downward conditioned Bessel process is a Brownian motion. We give a simple proof for this result, which generalizes to any continuous…
We study bipartite correlations in Bell-type games. We show that in a setup where the information carriers are allowed to locally deform the manifold on which the game is played, stronger correlations may be obtained than those maximally…
We prove a new family of inequalities, which compare the integral of a geometric convolution of non-negative functions with the integrals of the original functions. For classical inf-convolution, this type of inequality is called the…
This article contains both a point process and a sequential description of the greatest convex minorant of Brownian motion on a finite interval. We use these descriptions to provide new analysis of various features of the convex minorant…
We show that, for first-order systems of conservation laws with a strictly convex entropy,in particular for the very simple so-called "inviscid" Burgers equation,it is possible to address the Cauchy problem by a suitable convex…
We develop polynomial-time algorithms for near-optimal minimax mean estimation under $\ell_2$-squared loss in a Gaussian sequence model under convex constraints. The parameter space is an origin-symmetric, type-2 convex body $K \subset…
It is known that by dualizing the Bochner-Lichnerowicz-Weitzenb\"{o}ck formula, one obtains Poincar\'e-type inequalities on Riemannian manifolds equipped with a density, which satisfy the Bakry-\'Emery Curvature-Dimension condition…
A direct approach to Ball's simplex inequality is presented. This approach, which does not use the Brascamp-Lieb inequality, also gives Barthe's characterization of the simplex for Ball's inequality and extends it from discrete to arbitrary…