Related papers: Non-decreasing martingale couplings

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used…

The TWIST Collaboration has measured the Michel parameter $\rho$ in normal muon decay, $\mu^+ \to e^+ \nu_e \bar{\nu}_{\mu}$. In the Standard Model, $\rho$ = 3/4. Deviations from this value require mixing of left- and right-handed muon and…

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

The ensemble of random Markov matrices is introduced as a set of Markov or stochastic matrices with the maximal Shannon entropy. The statistical properties of the stationary distribution pi, the average entropy growth rate $h$ and the…

This paper analyzes the support of the conditional distribution of optimal martingale transport plans in higher dimension. In the context of a distance coupling in dimension larger than 2, previous results established by Ghoussoub, Kim &…

We investigate the persistence of synchronization in networks of diffusively coupled oscillators when the coupling functions are nonidentical. Under mild conditions, we uncover the influence of the network interaction structure on the…

A recent conjecture of Caputo, Carlen, Lieb, and Loss, and, independently, of the author, states that the maximum of the permanent of a matrix whose rows are unit vectors in l_p is attained either for the identity matrix I or for a constant…

We give a new characterization for mutual absolute continuity of probability measures on a filtered space. For this, we introduce a martingale limit $M$ that measures the similarity between the tails of the probability measures restricted…

We consider convergence properties of the long-term behaviors with respect to the coefficient of the stochastic term for a nonautonomous stochastic $p$-Laplacian lattice equation with multiplicative noise. First, the upper semi-continuity…

Given an observation $\mathbf Y \in \mathbb{R}^{d_1\times d_2}$ from the model $\mathbf Y = \mathbf X + \mathbf E$ where $\mathbf X$ is constant and $\mathbf E$ has i.i.d. $N(0,1)$ entries, we consider the problem of detecting a planted…

We analyze some properties of maximizing stationary Markov probabilities on the Bernoulli space $[0,1]^\mathbb{N}$, More precisely, we consider ergodic optimization for a continuous potential $A$, where $A: [0,1]^\mathbb{N}\to \mathbb{R}$…

We investigate the unconditional basis property of martingale differences in weighted $L^2$ spaces in the non-homogeneous situation (i.e. when the reference measure is not doubling). Specifically, we prove that finiteness of the quantity…

In this paper, we study the non-singular extension problem of horizontal stable fold maps. This problem asks what conditions ensure the existence of a submersion whose restriction to the boundary coincides with a given map, called a…

We reinvestigate the validity of mapping the problem of two onsite interacting particles in a random potential onto an effective random matrix model. To this end we first study numerically how the non-interacting basis is coupled by the…

We prove that non-commutative martingale transforms are of weak type $(1,1)$. More precisely, there is an absolute constant $C$ such that if $\M$ is a semi-finite von Neumann algebra and $(\M_n)_{n=1}^\infty$ is an increasing filtration of…

Let $\rho$ and $\mu$ be two probability measures on $\mathbb{R}$ which are not the Dirac mass at $0$. We denote by $H(\mu|\rho)$ the relative entropy of $\mu$ with respect to $\rho$. We prove that, if $\rho$ is symmetric and $\mu$ has a…

We are interested in martingale rearrangement couplings. As introduced by Wiesel [37] in order to prove the stability of Martingale Optimal Transport problems, these are projections in adapted Wasserstein distance of couplings between two…

Given two nondegenerate Borel probability measures $\mu$ and $\nu$ on $\mathbb{R}_{+}=[0,\infty)$, we prove that their free multiplicative convolution $\mu\boxtimes\nu$ has zero singular continuous part and its absolutely continuous part…

We compute some non--decoupling effects in the standard model, such as the $\rho$ parameter, to all orders in the coupling constant expansion. We analyze their large order behavior and explicitly show how it is related to the…

In this article we study Figalli and Gigli's formulation of optimal transport between non-negative Radon measures in the setting of metric pairs. We carry over classical characterisations of optimal plans to this setting and prove that the…