Related papers: Maximal Martingale Wasserstein Inequality
We consider empirical measures of $\R^{d}$-valued stochastic process in finite discrete-time. We show that the adapted empirical measure introduced in the recent work \cite{backhoff2022estimating} by Backhoff et al. in compact spaces can be…
Consider a standard Cantor set in the plane of Hausdorff dimension 1. If the linear density of the associated measure $\mu$ vanishes, then the set of points where the principal value of the Cauchy singular integral of $\mu$ exists has…
The conformal flow of metrics [2] has been used to successfully establish a special case of the Penrose inequality, which yields a lower bound for the total mass of a spacetime in terms of horizon area. Here we show how to adapt the…
In the study of dynamical and physical systems, the input parameters are often uncertain or randomly distributed according to a measure $\varrho$. The system's response $f$ pushes forward $\varrho$ to a new measure $f\circ \varrho$ which we…
We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…
A Wasserstein spaces is a metric space of sufficiently concentrated probability measures over a general metric space. The main goal of this paper is to estimate the largeness of Wasserstein spaces, in a sense to be precised. In a first…
In this paper, we first show continuity of both Wasserstein projections in the convex order when they are unique. We also check that, in arbitrary dimension $d$, the quadratic Wasserstein projection of a probability measure $\mu$ on the set…
We first prove a weighted inequality of Moser-Trudinger type depending on a parameter, in the two-dimensional Euclidean space. The inequality holds for radial functions if the parameter is larger than -1. Without symmetry assumption, it…
Properties of a maximal function for vector-valued martingales were studied by the author in an earlier paper. Restricting here to the dyadic setting, we prove the equivalence between (weighted) L^p inequalities and weak type estimates, and…
We obtain some maximal probability and moment inequalities for multidimensionally indexed demimartingales. Although the class of single-indexed demimartingales has been studied extensively, no significant amount of work has been done for…
Wasserstein distances define a metric between probability measures on arbitrary metric spaces, including meta-measures (measures over measures). The resulting Wasserstein over Wasserstein (WoW) distance is a powerful, but computationally…
In this paper, we study the motion of the two dimensional inviscid incompressible, infinite depth water waves with point vortices in the fluid. We show that Taylor sign condition $-\frac{\partial P}{\partial \boldmath{n}}\geq 0$ can fail if…
This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several…
Wasserstein metrics are increasingly being used as similarity scores for images treated as discrete measures on a grid, yet their behavior under noise remains poorly understood. In this work, we consider the sensitivity of the signed…
In this paper, we present an improvement of a large sieve type inequality in high dimensions and discuss its implications on a related problem.
The curvature-dimension condition is a generalization of the Bochner inequality to weighted Riemannian manifolds and general metric measure spaces. It is now known to be equivalent to evolution variational inequalities for the heat…
Let $\Omega$ be a domain in $R^d$ and $d_\Gamma$ the Euclidean distance to the boundary $\Gamma$. We investigate whether the weighted Hardy inequality \[ \|d_\Gamma^{\delta/2-1}\varphi\|_2\leq…
In this paper, we focus on computational aspects of the Wasserstein barycenter problem. We propose two algorithms to compute Wasserstein barycenters of $m$ discrete measures of size $n$ with accuracy $\e$. The first algorithm, based on…
Very recently, Bai [Linear Algebra Appl., 681:150-186, 2024 \& Appl. Math. Lett., 166:109510, 2025] studied some concrete structures, and obtained essential algebraic and computational properties of the one-dimensional, two-dimensional and…
Preliminary results from Nathanson [5] are used to prove the Muirhead and Rado inequalities.