Related papers: Transportation-cost inequalities for non-linear Ga…
The statistical properties of fully developed hydrodynamic turbulence can be successfully described using methods from nonextensive statistical mechanics. The predicted probability densities and scaling exponents precisely coincide with…
The dynamics of a tracer particle in a stationary driven granular gas is investigated. We show how to transform the linear Boltzmann equation describing the dynamics of the tracer into a master equation for a continuous Markov process. The…
We give a necessary and sufficient condition for transport-entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic…
Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…
This work is concerned with nonparametric goodness-of-fit testing in the context of nonlinear inverse problems with random observations. Bayesian posterior distributions based upon a Gaussian process prior distribution are proven to…
We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak…
We formulate a new model for transport in stochastic media with long-range spatial correlations where exponential attenuation (controlling the propagation part of the transport) becomes power law. Direct transmission over optical distance…
In this work we present a number of generalizations of Wick's theorems on integrals with Gaussian weight to a larger class of weights which we call subgaussian. Examples of subgaussian contractions are that of Kac-Moody or Virasoro type,…
Gauge invariance is a fundamental principle that must be preserved in quantum transport. However, when a complex potential is incorporated into the Hamiltonian, we find that the current described by the well-established…
It is pointed out that the Tsallis entropy functional represented in terms of the escort distribution is not concave of the entropic index $q$ is less than unity. It is emphasized that the escort distribution is a secondary object…
Taylor--Aris dispersion of Brownian rods in non-circular ducts is governed by a coupling absent from passive-scalar theory. Pressure-driven shear aligns the rods and makes translational diffusion tensorial, while duct geometry determines…
We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…
Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian…
We study the probabilistic behaviour of the continued fraction expansion of a quadratic irrational number, when weighted by some "additive" cost. We prove asymptotic Gaussian limit laws, with an optimal speed of convergence. We deal with…
Tsallis has proposed a generalization of Boltzmann-Gibbs thermostatistics by introducing a family of generalized nonextensive entropy functionals with a single parameter $q$. These reduce to the extensive Boltzmann-Gibbs form for $q=1$, but…
Standard chance constrained control algorithms typically rely on the assumption that uncertainties in vehicle states obey Gaussian statistics. Highly nonlinear systems tend to disrupt Gaussianity, challenging standard chance-constrained…
The aim of this paper is twofold. Firstly, we derive upper and lower non-Gaussian bounds for the densities of the marginal laws of the solutions to backward stochastic differential equations (BSDEs) driven by fractional Brownian motions.…
A review of non-diffusive transport in fluids and plasmas is presented. In the fluid context, non-diffusive chaotic transport by Rossby waves in zonal flows is studied following a Lagrangian approach. In the plasma physics context the…
We prove concentration inequalities for general functions of weakly dependent random variables satisfying the Dobrushin condition. In particular, we show Talagrand's convex distance inequality for this type of dependence. We apply our…
The presence of non-Gaussian tails is a prevalent characteristic in many financial modeling scenarios, necessitating the use of complex non-Gaussian distributions such as the generalized beta of the second kind (GB2) and the skewed…