Related papers: Transportation-cost inequalities for non-linear Ga…
We establish transportation cost inequalities, with respect to the uniform and $L_2$-metric, on the path space of continuous functions, for laws of solutions of stochastic differential equations with reflections. We also consider the case…
We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…
We propose a novel mechanism for the origin of non-Gaussian tails in the probability distribution functions (PDFs) of local variables in nonlinear, diffusive, dynamical systems including passive scalars advected by chaotic velocity fields.…
The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…
It is shown that functions defined on $\{0,1,...,r-1\}^n$ satisfying certain conditions of bounded differences that guarantee sub-Gaussian tail behavior also satisfy a much stronger ``local'' sub-Gaussian property. For self-bounding and…
We investigate the dynamics of a single tracer exploring a course of fixed obstacles in the vicinity of the percolation transition for particles confined to the infinite cluster. The mean-square displacement displays anomalous transport,…
We consider Talagrand-type transportation inequalities for the law of Brownian motion on Carnot groups. An important example is the lift of standard Brownian motion to the Brownian rough path. We present a direct proof on enhanced path…
In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the…
We show, both analytically and numerically, that non-Gaussian tails in the probability density function of curvature perturbations arise in ultra-slow-roll inflation from the $\delta N$ formalism, without invoking stochastic inflation.…
We discuss transportation cost inequalities for uniform measures on convex bodies, and connections with other geometric and functional inequalities. In particular, we show how transportation inequalities can be applied to the slicing…
In toroidal geometry, and prior to the establishment of a fully developed turbulent state, the so-called topological instability of the pressure-gradient-driven turbulence is observed. In this intermediate state, a narrow spectral band of…
We extend the theory of gradient flows beyond metric spaces by studying evolution variational inequalities (EVIs) driven by general cost functions $c$, including Bregman and entropic transport divergences. We establish several properties of…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…
Research on energy transport has advanced in recent years with the emergence of transient microscopy techniques that allow for imaging of carriers with high spatial and temporal resolution. In this context, transient scattering microscopy…
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…
We give a new proof of the sharp symmetrized form of Talagrand's transport-entropy inequality. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
A unified presentation of the perturbation and variational methods for the generalized statistical mechanics based on Tsallis entropy is given here. In the case of the variational method, the Bogoliubov inequality is generalized in a very…