Related papers: An injective martingale coupling

We use the structure theory of minimal dynamical systems to show that, for a general group $\Gamma$, a tame, metric, minimal dynamical system $(X, \Gamma)$ has the following structure: \begin{equation*} \xymatrix {& \tilde{X} \ar[dd]_\pi…

Let $\Gamma$ be a finitely generated group, and let $\mu$ be a nondegenerate, finitely supported probability measure on $\Gamma$. We show that every co-compact $\Gamma$ action on a locally compact Hausdorff space admits a nonzero…

In the study of homology cobordisms, knot concordance and link concordance, the following technical problem arises frequently: let $\pi$ be a group and let $M \to N$ be a homomorphism between projective $\Z[\pi]$-modules such that $\Z_p…

In this paper, we prove the existence and conjugacy of injectors of a generalized $\pi$-soluble groups for the Hartley class defined by a invariable Hartley function, and give a description of the structure of the injectors.

For two measures $\mu$ and $\nu$ that are in convex-decreasing order, Nutz and Stebegg (Canonical supermartingale couplings, Ann. Probab., 46(6):3351--3398, 2018) studied the optimal transport problem with supermartingale constraints and…

Let $G = (V,E)$ be a connected graph. A probability measure $\mu$ on $V$ is called "balanced" if it has the following property: if $T_\mu(v)$ denotes the "earth mover's" cost of transporting all the mass of $\mu$ from all over the graph to…

Let Pi and Gamma be homogeneous Poisson point processes on a fixed set of finite volume. We prove a necessary and sufficient condition on the two intensities for the existence of a coupling of Pi and Gamma such that Gamma is a deterministic…

Inertial-aided systems require continuous motion excitation among other reasons to characterize the measurement biases that will enable accurate integration required for localization frameworks. This paper proposes the use of informative…

We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…

Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…

Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…

Let $\S$ be a commutative semigroup with identity $e$ and let $\Gamma$ be a compact subset in the pointwise convergence topology of the space $\S'$ of all non-zero multiplicative functions on $\S.$ Given a continuous function $F: \Gamma \to…

We consider an optimal transport problem with backward martingale constraint. The objective function is given by the scalar product of a pseudo-Euclidean space $S$. We show that the supremums over maps and plans coincide, provided that the…

Let $\mu$ and $\nu$ be probability measures on $\mathbb{R}$ with compact support, and let $\mu \boxplus \nu$ denote their additive free convolution. We show that for $z \in \mathbb{R}$ greater than the sum of essential suprema of $\mu$ and…

There are many physical processes that have inherent discontinuities in their mathematical formulations. This paper is motivated by the specific case of collisions between two rigid or deformable bodies and the intrinsic nature of that…

An integral representation result for strictly positive subharmonic functions of a one-dimensional regular diffusion is established. More precisely, any such function can be written as a linear combination of an increasing and a decreasing…

Let $\pi_{0}$ and $\pi_{1}$ be two distributions on the Borel space $(\mathbb{R}^{d},\mathcal{B}(\mathbb{R}^{d}))$. Any measurable function $T:\mathbb{R}^{d}\rightarrow\mathbb{R}^{d}$ such that $Y=T(X)\sim\pi_{1}$ if $X\sim\pi_{0}$ is…

We give an algorithm to construct a translation-invariant transport kernel between ergodic stationary random measures $\Phi$ and $\Psi$ on $\mathbb R^d$, given that they have equal intensities. As a result, this yields a construction of a…

For probability measures $\mu,\nu$ and $\rho$ define the cost functionals \begin{align*} C(\mu,\rho):=\sup_{\pi\in \Pi(\mu,\rho)} \int \langle x,y\rangle\, \pi(dx,dy),\quad C(\nu,\rho):=\sup_{\pi\in \Pi(\nu,\rho)} \int \langle x,y\rangle\,…

Let $X$ be a progressively measurable, almost surely right-continuous stochastic process such that $X_\tau \in L^1$ and $E[X_\tau] = E[X_0]$ for each finite stopping time $\tau$. In 2006, Cherny showed that $X$ is then a uniformly…