Related papers: An injective martingale coupling
Let $\Gamma$ be a finite graph and let $\Gamma^{\mathrm{e}}$ be its extension graph. We inductively define a sequence $\{\Gamma_i\}$ of finite induced subgraphs of $\Gamma^{\mathrm{e}}$ through successive applications of an operation called…
Given a family $(\mu_\lambda,\lambda\geq0)$ of integrable mean-zero probability measures such that, for every $\lambda\geq0$, $\mu_\lambda$ is the image of $\mu_1$ under the homothety $y\longmapsto\sqrt{\lambda}y$, we provide a necessary…
Suppose $\mu, \nu$ are compactly supported Radon measures on $\mathbb{R}^d$ and $V\in G(d,n)$ is an $n$-dimensional subspace. In this paper we systematically study the mixed-norm $$\int\|\pi^y\mu\|_{L^p(G(d,n))}^q\,d\nu(y),\…
We investigate the limit behaviour of the spectral measures of matrices following the Gibbs measure for the Ising model on random graphs, Potts model on random graphs, matrices coupled in a chain model or induced QCD model. For most of…
We introduce the {\em $\mu$-topological stability}. This is a type of stability depending on the measure $\mu$ different from the set-valued approach \cite{lm}. We prove that the map $f$ is $m_p$-topologically stable if and only if $p$ is a…
In this paper we prove disintegration results for self-conformal measures and affinely irreducible self-similar measures. The measures appearing in the disintegration resemble self-conformal/self-similar measures for iterated function…
We introduce the Mass Migration Process (MMP), a conservative particle system on ${\mathbb N}^{{\mathbb Z}^d}$. It consists in jumps of $k$ particles ($k\ge 1$) between sites, with a jump rate depending only on the state of the system at…
Let each point of a homogeneous Poisson process in R^d independently be equipped with a random number of stubs (half-edges) according to a given probability distribution mu on the positive integers. We consider translation-invariant schemes…
Consider the mutually catalytic branching process with finite branching rate $\gamma$. We show that as $\gamma\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
For $N\in\mathbb{N}$, let $\pi_N$ be the law of the number of fixed points of a random permutation of $\{1, 2, ..., N\}$. Let $\mathcal{P}$ be a Poisson law of parameter 1.A classical result shows that $\pi_N$ converges to $\mathcal{P}$ for…
We study properties of causal couplings for probability measures on the space of continuous functions. We first provide a characterization of bicausal couplings between weak solutions of stochastic differential equations. We then provide a…
We prove that an injective map $f:X\to Y$ between connected metrizable spaces $X,Y$ is continuous if for every connected subset $C\subset X$ the image $f(C)$ is connected and one of the following conditions is satisfied: (1) $Y$ is a…
Characterisations of metrizable topological spaces or metrizable uniform spaces are well known. A natural counterpart to being metrizable for topological spaces can be expressed in terms of probabilistic metrizability for approach spaces.…
We show how to take the first step in the conformal program for constructing general matter couplings to Carroll gravity. In particular, we couple a single massless electric/magnetic scalar to conformal Carroll gravity with isotropic…
The concentration of measure phenomenon may be summarized as follows: a function of many weakly dependent random variables that is not too sensitive to any of its individual arguments will tend to take values very close to its expectation.…
In this paper, we establish a sum rule that connects the pseudoentropy and entanglement entropy of a superposition state. Through analytical continuation of the superposition parameter, we demonstrate that the transition matrix and density…
Let $\Gamma$ be a lattice in a simply connected nilpotent Lie group $G$. Given an infinite measure preserving action $T$ of $\Gamma$ and a "direction" in $G$ (i.e. an element $\theta$ of the projective space $P(\goth g)$ of the Lie algebra…
A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…
We propose a unified treatment of extensions of group-valued contents (i.e., additive set functions defined on a ring) by means of adding new null sets. Our approach is based on the notion of a completion ring for a content $\mu$. With…