Related papers: Duality for optimal couplings in free probability
We develop Brenier theorems on iterated Wasserstein spaces. For a separable Hilbert space $H$ and $N\geq 1$, we construct a full-support probability $\Lambda$ on $P_2^{N}(H)= P_2(... P_2(H)...)$ that is transport regular: for every $Q$ with…
We construct a dual pair associated to the Hamiltonian geometric formulation of perfect fluids with free boundaries. This dual pair is defined on the cotangent bundle of the space of volume preserving embeddings of a manifold with boundary…
We show that the duality between the self-dual and Maxwell-Chern-Simons theories in 2+1-dimensions survives when the space-time becomes noncommutative. Existence of the Seiberg-Witten map is crucial in the present analysis. It should be…
In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients…
We investigate the optimal mass transport problem associated to the following "ballistic" cost functional on phase space $M\times M^*$, $$ b_T(v, x):=\inf\{\langle v, \gamma (0)\rangle +\int_0^TL(\gamma (t), {\dot \gamma}(t))\, dt, \gamma…
We propose a novel approach in noncommutative probability, which can be regarded as an analogue of good-$\lambda$ inequalities from the classical case due to Burkholder and Gundy (Acta Math {\bf124}: 249-304,1970). This resolves a…
A novel algorithm is provided to couple a Galilean invariant model with curved spatial background by taking nonrelativistic limit of a unique minimally coupled relativistic theory, which ensures Galilean symmetry in the flat limit and…
The optimal transportation problem, first suggested by Gaspard Monge in the 18th century and later revived in the 1940s by Leonid Kantorovich, deals with the question of transporting a certain measure to another, using transport maps or…
We introduce the maximal correlation coefficient $R(M_1,M_2)$ between two noncommutative probability subspaces $M_1$ and $M_2$ and show that the maximal correlation coefficient between the sub-algebras generated by $s_n:=x_1+\ldots +x_n$…
We consider Continuous Linear Programs over a continuous finite time horizon $T$, with linear cost coefficient functions and linear right hand side functions and a constant coefficient matrix, where we search for optimal solutions in the…
A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…
We investigate the problem of pairwise multi-marginal optimal transport, that is, given a collection of probability distributions $\{P_\alpha\}$ on a Polish space $\mathcal{X}$, to find a coupling $\{X_\alpha\}$, $X_\alpha\sim P_\alpha$,…
It is well-known that duality in the Monge-Kantorovich transport problem holds true provided that the cost function $c:X\times Y\to [0,\infty]$ is lower semi-continuous or finitely valued, but it may fail otherwise. We present a suitable…
In this article we develop a duality principle suitable for a large class of problems in optimization. The main result is obtained through basic tools of convex analysis and duality theory. We establish a correct relation between the…
Recently the duality map between electric-like asymptotic charges of $p$-form gauge theories is studied. The outcome is an existence and uniqueness theorem and the topological nature of the duality map. The goal of this work is to extend…
In this review paper, we describe the use of couplings in several different mathematical problems. We consider the total variation norm, maximal coupling, and the $\bar{d}$-distance. We present a detailed proof of a result recently proved:…
The present paper investigates a natural generalization of the duality between Riemannian symmetric pairs of compact type and those of non-compact type \`a la \'E. Cartan. The main result of this paper is to construct an explicit…
In this paper, we prove a structure theorem for discrete optimal transportation plans. We show that, given any pair of discrete probability measures and a cost function, there exists an optimal transportation plan that can be expressed as…
Boolean, free and monotone cumulants as well as relations among them, have proven to be important in the study of non-commutative probability theory. Quite notably, Boolean cumulants were successfully used to study free infinite…
The classical Kantorovich-Rubinstein duality guarantees coincidence between metrics on the space of probability distributions defined on the one hand via transport plans (couplings) and on the other hand via price functions. Both…