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We prove transportation-cost inequalities for the law of SDE solutions driven by general Gaussian processes. Examples include the fractional Brownian motion, but also more general processes like bifractional Brownian motion. In case of…

Probability · Mathematics 2016-09-22 Sebastian Riedel

We establish transportation cost inequalities (TCI) with respect to the quantum Wasserstein distance by introducing quantum extensions of well-known classical methods: first, using a non-commutative version of Ollivier's coarse Ricci…

Quantum Physics · Physics 2022-05-04 Giacomo De Palma , Cambyse Rouzé

The logarithmic Sobolev inequality is fundamental in mathematical physics. Associated stability estimates are equivalent to uncertainty principles. Via a second moment bound, $W^{1,1}$ estimates are obtained in one dimension and similar…

Analysis of PDEs · Mathematics 2024-06-04 Emanuel Indrei

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

Probability · Mathematics 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

Three novel multilinear embedding estimates for the fractional Laplacian are obtained in terms of trace integrals restricted to the diagonal. The resulting sharp inequalities may be viewed as extensions of the Hardy-Littlewood-Sobolev…

Analysis of PDEs · Mathematics 2011-10-28 William Beckner

In his work about hypocercivity, Villani [18] considers in particular convergence to equilibrium for the kinetic Langevin process. While his convergence results in L 2 are given in a quite general setting, convergence in entropy requires…

Probability · Mathematics 2017-08-04 Patrick Cattiaux , Arnaud Guillin , Pierre Monmarché , Chaoen Zhang

Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…

Statistics Theory · Mathematics 2021-06-18 Abhik Ghosh , Ayanendranath Basu

Some of the important inequalities associated with quantum entropy are immediate algebraic consequences of the Hansen-Pedersen-Jensen inequality. A general argument is given in terms of the matrix perspective of an operator convex function.…

Mathematical Physics · Physics 2008-02-04 Edward G. Effros

The scope of this note is to make a self-contained survey of the recent developments and achievements of the theory of L1-Optimal Transportation on metric measure spaces. Among the results proved in the recent papers [20, 21] where the…

Metric Geometry · Mathematics 2018-09-14 Fabio Cavalletti

Distribution functions of many static transport equations are found using the Maximum Entropy Principle. The equations of constraint which contain the relevant dynamical information are simply the low-lying moments of the distributions.…

Statistical Mechanics · Physics 2020-04-22 J. A. Secrest , J. M. Conroy , H. G. Miller

In this paper, we provide a characterization of a large class of transportation-cost inequalities in terms of exponential integrability of the cost function under the reference probability measure. Our results completely extend the previous…

Probability · Mathematics 2007-05-23 Nathael Gozlan

The present article delves into the investigation of observability inequalities pertaining to backward stochastic evolution equations. We employ a combination of spectral inequalities, interpolation inequalities, and the telegraph series…

Optimization and Control · Mathematics 2023-08-23 Yuanhang Liu , Weijia Wu , Donghui Yang , Jie Zhong

In the theory of submanifolds, the following problem is fundamental: to establish simple relationships between the main intrinsic invariants and the main extrinsic invariants of the submanifolds.The basic relationships discovered until now…

Differential Geometry · Mathematics 2007-05-23 Teodor Oprea

We present a unified approach to improved $L^p$ Hardy inequalities in $\R^N$. We consider Hardy potentials that involve either the distance from a point, or the distance from the boundary, or even the intermediate case where distance is…

Analysis of PDEs · Mathematics 2016-09-07 G. Barbatis , S. Filippas , A. Tertikas

Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functional inequalities. A method to establish Poincar\'e (and more…

Probability · Mathematics 2015-09-14 Pierre Monmarché

While equivariant methods have seen many fruitful applications in geometric combinatorics, their inability to answer the now settled Topological Tverberg Conjecture has made apparent the need to move beyond the use of Borsuk--Ulam type…

Metric Geometry · Mathematics 2018-08-23 Steven Simon

We investigate the quadratic Schr\"odinger bridge problem, a.k.a. Entropic Optimal Transport problem, and obtain weak semiconvexity and semiconcavity bounds on Schr\"odinger potentials under mild assumptions on the marginals that are…

Probability · Mathematics 2024-02-14 Giovanni Conforti

We show that there is a sharp threshold in dimension one for the transport cost between the Lebesgue measure $\lambda$ and an invariant random measure $\mu$ of unit intensity to be finite. We show that for \emph{any} such random measure the…

Probability · Mathematics 2015-10-14 Martin Huesmann

We study holographic entropy inequalities and their structural properties by making use of a judicious grouping of terms into certain multipartite information quantities. This allows us to recast cumbersome entropic expressions into much…

High Energy Physics - Theory · Physics 2024-09-09 Sergio Hernández-Cuenca , Veronika E. Hubeny , Frederic Jia

In previous work (see arxiv:1102.3040), we have defined the telescopic relative entropy (TRE), which is a regularisation of the quantum relative entropy $S(\rho||\sigma)=\trace\rho(\log\rho-\log\sigma)$, by replacing the second argument…

Mathematical Physics · Physics 2011-04-28 Koenraad M. R. Audenaert
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