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We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

Optimization and Control · Mathematics 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine

It is argued that Feynman's rules for evaluating probabilities, combined with von Neumann's principle of psycho-physical parallelism, help avoid inconsistencies, often associated with quantum theory. The former allows one to assign…

Quantum Physics · Physics 2020-12-02 Dmitri Sokolovski

The Wasserstein distance quantifies the distance between two probability measures on a metric space. We prove an analogue of the Berry-Esseen inequality for the Wasserstein distance on a finite area hyperbolic surface. This inequality…

Number Theory · Mathematics 2025-12-18 Peter Humphries

We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…

Machine Learning · Statistics 2024-04-01 Jie Wang , Rui Gao , Yao Xie

The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically…

Statistics Theory · Mathematics 2023-05-09 Andreas Anastasiou , Tobias Kley

Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…

Probability · Mathematics 2021-07-27 Feng-Yu Wang , Bingyao Wu

In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between this result and similar conclusions that can be derived…

Probability · Mathematics 2016-01-14 Benjamin Arras , Ehsan Azmoodeh , Guillaume Poly , Yvik Swan

We investigate properties of some extensions of a class of Fourier-based probability metrics, originally introduced to study convergence to equilibrium for the solution to the spatially homogeneous Boltzmann equation. At difference with the…

Optimization and Control · Mathematics 2020-05-15 Gennaro Auricchio , Andrea Codegoni , Stefano Gualandi , Giuseppe Toscani , Marco Veneroni

The presence of unique quantum correlations is the core of quantum information processing and general quantum theory. We address the fundamental question of how quantum correlations of a generic quantum system can be probed using…

Quantum Physics · Physics 2011-06-01 Adam Bednorz , Wolfgang Belzig

We derive quantitative bounds in the Wasserstein distance for the approximation of stochastic integrals with respect to Hawkes processes by a normally distributed random variable. In the case of deterministic and non-negative integrands,…

Probability · Mathematics 2022-09-09 Mahmoud Khabou , Nicolas Privault , Anthony Reveillac

Much of the discussion of decoherence has been in terms of a particle moving in one dimension that is placed in an initial superposition state (a Schr\"{o}dinger "cat" state) corresponding to two widely separated wave packets. Decoherence…

Quantum Physics · Physics 2007-05-23 M. Murakami , G. W. Ford , R. F. O'Connell

We show new estimates for the total variation and Wasserstein distances in the framework of the Breuer-Major theorem. The results are based on the combination of Stein's method for normal approximations and Malliavin calculus together with…

Probability · Mathematics 2019-05-15 Sefika Kuzgun , David Nualart

In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…

Optimization and Control · Mathematics 2020-06-15 Julie Delon , Agnes Desolneux

We propose the second moment of the Husimi distribution as a measure of complexity of quantum states. The inverse of this quantity represents the effective volume in phase space occupied by the Husimi distribution, and has a good…

Chaotic Dynamics · Physics 2009-11-07 Ayumu Sugita , Hirokazu Aiba

We study an extension of Bernstein's theorem to the setting of quantum groups. For a d-tuple of free, identically distributed random variables we consider a problem of preservation of freeness under the action of a quantum subset of the…

Operator Algebras · Mathematics 2018-08-01 Paweł Józiak , Kamil Szpojankowski

We present a simple approach to study the one-dimensional pressureless Euler system via adhesion dynamics in the Wasserstein space of probability measures with finite quadratic moments. Starting from a discrete system of a finite number of…

Analysis of PDEs · Mathematics 2014-09-16 Luca Natile , Giuseppe Savaré

We establish explicit bounds on the convex distance between the distribution of a vector of smooth functionals of a Gaussian field, and that of a normal vector with a positive definite covariance matrix. Our bounds are commensurate to the…

Probability · Mathematics 2021-02-26 Ivan Nourdin , Giovanni Peccati , Xiaochuan Yang

The positive mass theorem in general relativity states that in an asymptotically flat spacetime, if the momentum--energy tensor is divergence-free and satisfies a dominant energy condition, then a total momentum--energy four-vector can be…

General Physics · Physics 2021-11-17 Changbiao Wang

In this paper, we propose a free analogue to Fathi's construction of Stein kernels using moment maps (2019). This is possible for a class of measures called free moment measures that was introduced in the free case by Bahr and Boschert…

Operator Algebras · Mathematics 2024-11-20 Charles-Philippe Diez

"The unambiguous account of proper quantum phenomena must, in principle, include a description of all relevant features of experimental arrangement" (Bohr). The measurement process is composed of pre-measurement (quantum correlation of the…

Quantum Physics · Physics 2021-04-12 Marek Żukowski , Marcin Markiewicz
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