Related papers: Quadratic transportation cost in the conditional c…
We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…
Path marginal cost (PMC) is a crucial component in solving path-based system-optimal dynamic traffic assignment (SO-DTA), dynamic origin-destination demand estimation (DODE), and network resilience analysis. However, accurately evaluating…
We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…
We extend a dimensional upper bound on how much an optimal transport map can degenerate for the quadratic transportation cost, originally due to Caffarelli, to cost functions that satisfy the curvature condition of Ma, Trudinger, and Wang.
The authors apply the generalized master equation to analyze time-dependent transport through a finite quantum wire with an embedded subsystem. The parabolic quantum wire and the leads with several subbands are described by a continuous…
We study the influence of additional intermediate marginal distributions on the value of the martingale optimal transport problem. From a financial point of view, this corresponds to taking into account call option prices not only, as…
We apply the method of differential inequalities for the computation of upper bounds for the rate of convergence to the limiting regime for one specific class of (in)homogeneous continuous-time Markov chains. To obtain these estimates, we…
We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…
Using Stein's method, we prove an abstract result that yields multivariate central limit theorems with a rate of convergence for time-dependent dynamical systems. As examples we study a model of expanding circle maps and a quasistatic…
The interrelation between quantum anomalies and electromagnetic fields leads to a series of non-dissipative transport effects in QCD. In this work we study anomalous transport phenomena with lattice QCD simulations using improved staggered…
In this paper, we give a positive answer to the open question: Can there exist 4 limit cycles in quadratic near-integrable polynomial systems? It is shown that when a quadratic integrable system has two centers and is perturbed by quadratic…
We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…
We study service scheduling problems in a slotted system in which agents arrive with service requests according to a Bernoulli process and have to leave within two slots after arrival, service costs are quadratic in service rates, and there…
We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…
In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular…
A method of constructing Markov chains on finite state spaces is provided. The chain is specified by three constraints: stationarity, dependence and marginal distributions. The generalized Pythagorean theorem in information geometry plays a…
This article generalizes the study of branched/ramified optimal transportation to those with capacity constraints. Each admissible transport network studied here is represented by a transport multi-path between measures, with a capacity…
The paper addresses the stabilization of nonlinear systems with semi-quadratic cost: quadratic with respect to controls and nonlinear for state variables. Paper presents the effective new feedback synthesis procedure. The novel feedback…