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Let $\mu$ and $\nu$ be probability measures on $\mathbb{R}$ with compact support, and let $\mu \boxplus \nu$ denote their additive free convolution. We show that for $z \in \mathbb{R}$ greater than the sum of essential suprema of $\mu$ and…

Probability · Mathematics 2024-04-05 Octavio Arizmendi , Samuel G. G. Johnston

We introduce a modification of Voiculescu's free entropy which coincides with the liminf variant of Voiculescu's free entropy on extremal states, but is a concave upper semi-continuous function on the trace state space. We also extend the…

Operator Algebras · Mathematics 2012-11-13 Philippe Biane , Yoann Dabrowski

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

Probability · Mathematics 2025-03-18 Fabrice Gamboa , Martin Venker

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla

In this paper we study multi-matrix models whose potentials are perturbations of the quadratic potential associated with independent GUE random matrices. More precisely, we compute the free energy and the expectation of the trace of…

Probability · Mathematics 2025-07-30 Félix Parraud , Kevin Schnelli

This paper studies sample average approximation (SAA) in solving convex or strongly convex stochastic programming (SP) problems. In estimating SAA's sample efficiency, the state-of-the-art sample complexity bounds entail metric entropy…

Optimization and Control · Mathematics 2026-03-03 Hongcheng Liu , Jindong Tong

We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…

Optimization and Control · Mathematics 2025-07-21 Lénaïc Chizat , Alex Delalande , Tomas Vaškevičius

Given a locally finite graph $\Gamma$, an amenable subgroup $G$ of graph automorphisms acting freely and almost transitively on its vertices, and a $G$-invariant activity function $\lambda$, consider the free energy $f_G(\Gamma,\lambda)$ of…

Probability · Mathematics 2023-03-02 Raimundo Briceño

In this paper it was proved that the quantum relative entropy $D(\sigma \| \rho)$ can be asymptotically attained by Kullback Leibler divergences of probabilities given by a certain sequence of POVMs. The sequence of POVMs depends on $\rho$,…

Quantum Physics · Physics 2008-11-26 Masahito Hayashi

We study asymptotic state transformations in continuous variable quantum resource theories. In particular, we prove that monotones displaying lower semicontinuity and strong superadditivity can be used to bound asymptotic transformation…

Quantum Physics · Physics 2023-04-27 Giovanni Ferrari , Ludovico Lami , Thomas Theurer , Martin B. Plenio

We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…

Probability · Mathematics 2020-05-28 Giovanni Conforti

Let $\sigma$ be a non-atomic, infinite Radon measure on $\mathbb R^d$, for example, $d\sigma(x)=z\,dx$ where $z>0$. We consider a system of freely independent particles $x_1,\dots,x_N$ in a bounded set $\Lambda\subset\mathbb R^d$, where…

Probability · Mathematics 2016-03-02 Marek Bożejko , José Luís da Silva , Tobias Kuna , Eugene Lytvynov

Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric function, one obtains a parametric model that is in some sense…

Statistics Theory · Mathematics 2025-09-23 Adam Lee , Emil A. Stoltenberg , Per A. Mykland

This note extends the modulated entropy and free energy methods for proving mean-field limits/propagation of chaos to the whole space without any confining potential, in contrast to previous work limited to the torus or requiring…

Analysis of PDEs · Mathematics 2024-02-22 Matthew Rosenzweig , Sylvia Serfaty

Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…

Probability · Mathematics 2026-01-14 Oliver Johnson , Lampros Gavalakis , Ioannis Kontoyiannis

We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…

Analysis of PDEs · Mathematics 2018-07-09 Swann Marx , Tillmann Weisser , Didier Henrion , Jean Lasserre

Let $f$ be a $C^{1+\alpha}$ diffeomorphism of a compact Riemannian manifold and $\mu$ an ergodic hyperbolic measure with positive entropy. We prove that for every continuous potential $\phi$ there exists a sequence of basic sets $\Omega_n$…

Dynamical Systems · Mathematics 2015-10-21 Fernando José Sánchez-Salas

A recently developed variational resummation technique, incorporating renormalization group properties consistently, has been shown to solve the scale dependence problem that plagues the evaluation of thermodynamical quantities, e.g.,…

High Energy Physics - Phenomenology · Physics 2017-12-20 Gabriel N. Ferrari , Jean-Loic Kneur , Marcus B. Pinto , Rudnei O. Ramos

A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…

Probability · Mathematics 2023-09-18 Afonso S. Bandeira , March T. Boedihardjo , Ramon van Handel

In this work, we first use Thompson's renormalization group method to treat QCD-vacuum behavior close to the regime of asymptotic freedom. QCD-vacuum behaves effectively like a "paramagnetic system" of a classical theory in the sense that…

High Energy Physics - Phenomenology · Physics 2016-04-08 Claudio Nassif , A. C. Amaro de Faria , P. R. Silva