Related papers: Ordered Probability Spaces
We relate the injectivity of the canonical map from $C(B_{E'})$ to $L_p(\mu)$, where $\mu$ is a regular Borel probability measure on the closed unit ball $B_{E'}$ of the dual $E'$ of a Banach space $E$ endowed with the weak* topology, to…
The Karcher mean on the cone $\Omega$ of invertible positive elements of the $C^*$-algebra $\mathcal{B}(E)$ of bounded operators on a Hilbert space $E$ has recently been extended to a contractive barycentric map on the space of $L^1$-…
We introduce a new type of norm for ordered vector spaces majorized by a proper (convex) cone that generalizes the notions of order unit norm and base norm. Then we give sufficient conditions to ensure its completeness. In the case of…
The purpose of this paper is devoted to studying representation of measures of non generalized compactness, in particular, measures of noncompactness, of non-weak compactness, and of non-super weak compactness, etc, defined on Banach spaces…
Given any two probability measures on a Euclidean space with mean 0 and finite variance, we demonstrate that the two probability measures are orthogonal in the sense of Wasserstein geometry if and only if the two spaces by spanned by the…
In this paper the authors seek to trace in an accessible fashion the rapid recent development of the theory of the matrix geometric mean in the cone of positive definite matrices up through the closely related operator geometric mean in the…
We study the Wasserstein (or earthmover) metric on the space $P(X)$ of probability measures on a metric space $X$. We show that, if a finite metric space $X$ embeds stochastically with distortion $D$ in a family of finite metric trees, then…
We study some properties of the randomized series and their applications to the geometric structure of Banach spaces. For $n\ge 2$ and $1<p<\infty$, it is shown that $\ell_\infty^n$ is representable in a Banach space $X$ if and only if it…
In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…
Optimal transport theory has recently been extended to quantum settings, where the density matrices generalize the probability measures. In this paper, we study the computational aspects of the order 2 quantum Wasserstein distance,…
We extend the domain of the Karcher mean $\Lambda$ of positive operators on a Hilbert space to $L^1$-Borel probability measures on the cone of positive operators equipped with the Thompson part metric. We establish existence and uniqueness…
In this note we show that in metric measure spaces satisfying the reduced curvature-dimension condition CD*(K,N) we always have geodesics in the Wasserstein space of probability measures that satisfy the critical convexity inequality of…
We prove an inequality on the Kantorovich-Rubinstein distance --which can be seen as a particular case of a Wasserstein metric-- between two solutions of the spatially homogeneous Boltzmann equation without angular cutoff, but with a…
We introduce the notion of a positive spectral measure on a $\sigma$-algebra, taking values in the positive projections on a Banach lattice. Such a measure generates a bounded positive representation of the bounded measurable functions. If…
The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on ${\cal C}_b(\Omega)$, we associate a unique equivalence class of…
Given a positive operator-valued measure $\nu$ acting on the Borel sets of a locally compact Hausdorff space $X$, with outcomes in the algebra $\mathcal B(\mathcal H)$ of all bounded operators on a (possibly infinite-dimensional) Hilbert…
Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if they admit a martingale (resp.\ submartingale) coupling. By…
In [8] probabilistic methods, in particular a variant of the Weak Law of Large Numbers related to the Bernoulli distribution, have been used to show that for every infinite compact spaces K and L there exists a sequence $(\mu_n)$ of…
We introduce a weak notion of barycenter of a probability measure $\mu$ on a metric measure space $(X, d, {\bf m})$, with the metric $d$ and reference measure ${\bf m}$. Under the assumption that optimal transport plans are given by…
We study first-order optimality conditions for constrained optimization in the Wasserstein space, whereby one seeks to minimize a real-valued function over the space of probability measures endowed with the Wasserstein distance. Our…