Related papers: Quadratic transportation cost in the conditional c…
We consider the problem of optimal transportation with quadratic cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We provide new results on the uniqueness and stability of the associated optimal…
For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…
This paper develops a technique for computing a quadratic terminal cost for linear model predictive controllers that is valid for all states in the maximal control invariant set. This maximizes the set of recursively feasible states for the…
We investigate the transportation cost-information inequalities for bifurcating Markov chains which are a class of processes indexed by binary tree. These processes provide models for cell growth when each individual in one generation gives…
In a previous paper we determined one dimensional distributions of a stationary field with linear regressions and quadratic conditional variances under a linear constraint on the coefficients of the quadratic expression. In this paper we…
We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…
We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map $T$ of $[0, 1]$ with a neutral fixed point. We use these coefficients to prove a central…
We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences.…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
An efficient new method is presented to calculate the quantum transports using periodic boundary conditions. This method allows the use of conventional ground state ab initio programs without big changes. The computational effort is only a…
A class of functional differential equations are investigated. Using the Girsanov-transformation argument we establish the quadratic transportation cost inequalities for a class of finite-dimensional neutral functional stochastic…
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…
In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…
We investigate the time-dependent, coherent, and dissipative dynamics of bound particles in single multilevel quantum dots in the presence of sequential tunnelling transport. We focus on the nonequilibrium regime where several channels are…
We prove the free analogue of the transportation cost inequality for tracial distributions of non-commutative self-adjoint (also unitary) multi-variables based on random matrix approximation procedure.
We address the problem of proving a Central Limit Theorem for the empirical optimal transport cost, $\sqrt{n}\{\mathcal{T}_c(P_n,Q)-\mathcal{W}_c(P,Q)\}$, in the semi discrete case, i.e when the distribution $P$ is finitely supported. We…
We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.
In this paper, we established a quadratic transportation cost inequality for scalar stochastic conservation laws driven by multiplicative noise. The doubling variables method plays an important role.
This article describes a method for computing limits of a class of non-stationary Markov chains motivated by healthcare sojourn-time cycles. A mathematical validation of the computation method is also given. Applications are described that…
In this paper, we investigate the mean squared derivative cost functions that arise in various applications such as in motor control, biometrics and optimal transport theory. We provide qualitative properties, explicit analytical formulas…