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We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…

Probability · Mathematics 2012-07-24 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

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

We study the relative entropy density for generalized Gibbs measures. We first show its existence and obtain a familiar expression in terms of entropy and relative energy for a class of ``almost Gibbsian measures'' (almost sure continuity…

Probability · Mathematics 2007-05-23 Christof Kulske , Arnaud Le Ny , Frank Redig

We consider a family of infinite dimensional product measures with tails between Gaussian and exponential, which we call $p$-exponential measures. We study their measure-theoretic properties and in particular their concentration. Our…

Statistics Theory · Mathematics 2020-10-09 Sergios Agapiou , Masoumeh Dashti , Tapio Helin

We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to cope with many different ones, including some density…

Statistics Theory · Mathematics 2024-01-05 Y. Baraud , H. Halconruy , G. Maillard

We consider a finite region of a $d$-dimensional lattice, $d\in\mathbb{N}$, of weakly coupled harmonic oscillators. The coupling is provided by a nearest-neighbour potential (harmonic or not) of size $\varepsilon$. Each oscillator weakly…

Mathematical Physics · Physics 2016-06-29 A. Dymov

The consensus problem -- achieving agreement among a network of agents -- is a central theme in both theory and applications. Recently, this problem has been extended from Euclidean spaces to the space of probability measures, where the…

Optimization and Control · Mathematics 2025-10-01 Pilgyu Jung , Yoon Mo Jung

We define the quantile set of order $\alpha \in \left[ 1/2,1\right) $ associated to a law $P$ on $\mathbb{R}^{d}$ to be the collection of its directional quantiles seen from an observer $O\in \mathbb{R}^{d}$. Under minimal assumptions these…

Statistics Theory · Mathematics 2016-12-06 Adil Ahidar-Coutrix , Philippe Berthet

We consider the sequence of the hyperspheres $M_{n,r}$ i.e. the homogeneous transitive spaces - of the Cartan subgroup $SDiag(n,\Bbb R)$ of the group $SL(n,\Bbb R), n=1 ...$, and studied the normalized limit of the corresponding sequence of…

Mathematical Physics · Physics 2008-04-17 A. Vershik

This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…

Probability · Mathematics 2021-12-30 Kai Du , Yifan Jiang , Jinfeng Li

This thesis synthesizes probability and entropic inference with Quantum Mechanics (QM) and quantum measurement [1-6]. It is shown that the standard and quantum relative entropies are tools designed for the purpose of updating probability…

Quantum Physics · Physics 2018-04-25 Kevin Vanslette

We seek to define statistical solutions of hyperbolic systems of conservation laws as time-parametrized probability measures on $p$-integrable functions. To do so, we prove the equivalence between probability measures on $L^p$ spaces and…

Analysis of PDEs · Mathematics 2018-08-02 Ulrik Skre Fjordholm , Samuel Lanthaler , Siddhartha Mishra

Let $\pi$ be a Hecke-Maass cusp form for $\mathrm{SL(3, \mathbb{Z})}$ and $f$ be a holomorphic cusp form for $\mathrm{SL(2,\mathbb{Z})}$ of weight $k$ or a Hecke-Maass cusp form corresponding to the Laplacian eigenvalue $1/4+k^2$, $k\geq…

Number Theory · Mathematics 2023-03-14 Sumit Kumar

We study quantum neural networks where the generated function is the expectation value of the sum of single-qubit observables across all qubits. In [Girardi \emph{et al.}, arXiv:2402.08726], it is proven that the probability distributions…

We provide some non asymptotic bounds, with explicit constants, that measure the rate of convergence, in expected Wasserstein distance, of the empirical measure associated to an i.i.d. $N$-sample of a given probability distribution on…

Probability · Mathematics 2023-03-15 Nicolas Fournier

Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…

Statistics Theory · Mathematics 2022-10-27 Sergios Agapiou , Sven Wang

Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…

Analysis of PDEs · Mathematics 2026-02-24 Victor Armegioiu

A radial probability measure is a probability measure with a density (with respect to the Lebesgue measure) which depends only on the distances to the origin. Consider the Euclidean space enhanced with a radial probability measure. A…

Probability · Mathematics 2017-10-10 Yashar Memarian

Let $\lambda$ be a probability measure on $\mathbb T^{n-1}$ where $n=2$ or 3. Suppose $\lambda$ is invariant, ergodic and has positive entropy with respect to the linear transformation defined by a hyperbolic matrix. We get a measure $\mu $…

Dynamical Systems · Mathematics 2014-07-18 Ronggang Shi

If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…

Statistics Theory · Mathematics 2012-07-06 Charles J. Geyer
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