Related papers: Maximal Martingale Wasserstein Inequality
We propose a unifying framework for generalising the Wasserstein-1 metric to a discrepancy measure between nonnegative measures of different mass. This generalization inherits the convexity and computational efficiency from the…
In this paper, we provide a convergence rate for particle approximations of a class of second-order PDEs on Wasserstein space. We show that, up to some error term, the infinite-dimensional inf(sup)-convolution of the finite-dimensional…
Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\varphi$, and let $S_n=\sum_{i=1}^n X_i$ be the partial sums. Consider the random…
We study the minimax optimal rate for estimating the Wasserstein-$1$ metric between two unknown probability measures based on $n$ i.i.d. empirical samples from them. We show that estimating the Wasserstein metric itself between probability…
In this paper, we consider suitable weak solutions of the four dimensional incompressible magneto-hydrodynamic equations. We give two different kind $\varepsilon$-regularity criteria. One only requires the smallness of scaling $L^{p,q}$…
For the Gegenbauer weight function $w_{\lambda}(t)=(1-t^2)^{\lambda-1/2}$, $\lambda>-1/2$, we denote by $\Vert\cdot\Vert_{w_{\lambda}}$ the associated $L_2$-norm, $$ \Vert…
We study partial regularity of weak solutions of the 3D valued non-stationary Hall magnetohydrodynamics equations on $ \Bbb R^2$. In particular we prove the existence of a weak solution whose set of possible singularities has the space-time…
A result by N.G. Makarov [Algebra i Analiz, 1989] states that for martingales $(M_n)$ on the torus we have the strict inequality \[ \liminf_{n\to\infty} \frac{M_n}{\sum_{k=1}^n |\Delta M_k|} > 0 \] on a set of Hausdorff dimension one,…
We propose a methodology for intercomparing climate models and evaluating their performance against benchmarks based on the use of the Wasserstein distance (WD). This distance provides a rigorous way to measure quantitatively the difference…
Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…
In this paper, we establish the evolution variational inequality for the weighted Wasserstein distance, without assuming convexity of domains. Thanks to this evolution variational inequality, we can carry out some arguments with weighted…
The role of the Wasserstein distance in the thermodynamic speed limit inequalities for Markov jump processes is investigated. We elucidate the nature of the Wasserstein distance in the thermodynamic speed limit inequality from three…
Wasserstein projections in the convex order were first considered in the framework of weak optimal transport, and found application in various problems such as concentration inequalities and martingale optimal transport. In dimension one,…
Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(\d x):=\e^{V(x)}\d x$ is a probability measure, where $\d x$ is the volume measure, and let $L=\Delta+\nabla V$. The exact…
We resolve a conjecture of De Palma and Trevisan by proving the triangle inequality for a quantum 2-Wasserstein distance. The proof relies on complex analysis methods to establish a new integral representation of the cost in the optimal…
The convergence rate in Wasserstein distance is estimated for the empirical measures of symmetric semilinear SPDEs. Unlike in the finite-dimensional case that the convergence is of algebraic order in time, in the present situation the…
Consider an empirical measure $\mathbb{P}_n$ induced by $n$ iid samples from a $d$-dimensional $K$-subgaussian distribution $\mathbb{P}$ and let $\gamma = N(0,\sigma^2 I_d)$ be the isotropic Gaussian measure. We study the speed of…
Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…
We show that relativistic hydrodynamics in Minkowski space-time has intrinsic ambiguity in second order viscosity parameters in the Landau-Lifshitz frame. This stems from the possibility of improvements of energy-momentum tensor. There…
It is known since the work of Dyachenko \& Zakharov \cite{zd} that for the weakly nonlinear 2d infinite depth water waves, there are no 3-wave interactions and all of the 4-wave interaction coefficients vanish on the non-trivial resonant…