Related papers: Quadratic transportation cost in the conditional c…
An efficient new method is presented to calculate the quantum transports using periodic boundary conditions. This new method is based on a method we developed previously, but with an essential change in solving the Schrodinger's equation.…
In this paper, we consider a discrete time economy where we assume that the short term interest rate follows a quadratic term structure of a regime switching asset process. The possible non-linear structure and the fact that the interest…
We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…
We develop a new framework for branched transport between probability measures which are allowed to vary in time. This framework can be used to model problems where the underlying transportation network displays a branched structure, but…
This paper is concerned with a central limit theorem for quadratic variation when observations come as exit times from a regular grid. We discuss the special case of a semimartingale with deterministic characteristics and finite activity…
The statistics of charge transport across a tunnel junction with energy-dependent scattering is investigated. A model with quadratic dispersion relation is discussed in general and, independently, in the two limiting cases of a large…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
We show that the quadratic transportation cost inequality $T_2$ is equivalent to both a Poincar\'e inequality and a strong form of the Gaussian concentration property. The main ingredient in the proof is a new family of inequalities, called…
In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…
We study causal optimal transport in continuous time, with Markovian cost, between a finite-state Markov source and a diffusion target. By replacing the source with its conditional law given the observation of the target, we characterize…
We apply the averaging theory of high order for computing the limit cycles of discontinuous piecewise quadratic and cubic polynomial perturbations of a linear center. These discontinuous piecewise differential systems are formed by two…
We prove a Central Limit Theorem for the empirical optimal transport cost, $\sqrt{\frac{nm}{n+m}}\{\mathcal{T}_c(P_n,Q_m)-\mathcal{T}_c(P,Q)\}$, in the semi discrete case, i.e when the distribution $P$ is supported in $N$ points, but…
This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been…
Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…
We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…
In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…
In this paper we study the bicausal optimal transport problem for Markov chains, an optimal transport formulation suitable for stochastic processes which takes into consideration the accumulation of information as time evolves. Our analysis…
We show bounds on tail probabilities for quadratic forms in sub-gaussian non-necessarily independent random variables. Our main tool will be estimates of the Luxemburg norms of such forms. This will allow us to formulate the above-mentioned…
We consider the problem of a semiclassical description of quantum chaotic transport, when a tunnel barrier is present in one of the leads. Using a semiclassical approach formulated in terms of a matrix model, we obtain transport moments as…