Related papers: Maximal Martingale Wasserstein Inequality
We obtain the following dimension independent Bernstein-Markov inequality in Gauss space: for each $1\leq p<\infty$ there exists a constant $C_p>0$ such that for any $k\geq 1$ and all polynomials $P$ on $\mathbb{R}^{k}$ we have $$ \| \nabla…
Using the recently developed Sinkhorn algorithm for approximating the Wasserstein distance between probability distributions represented by Monte Carlo samples, we demonstrate exponential filter stability of two commonly used nonlinear…
The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which…
A tight upper bound is given on the distribution of the maximum of a supermartingale. Specifically, it is shown that if $Y$ is a semimartingale with initial value zero and quadratic variation process $[Y,Y]$ such that $Y + [Y,Y]$ is a…
We consider a Markov chain X_1, X_2, ..., X_n belonging to a class of iterated random functions, which is "one-step contracting" with respect to some distance d. If f is any separately Lipschitz function with respect to d, we use a well…
A Radon measure $\mu$ is $n$-rectifiable if it is absolutely continuous with respect to $\mathcal{H}^n$ and $\mu$-almost all of $\text{supp}\,\mu$ can be covered by Lipschitz images of $\mathbb{R}^n$. In this paper we give two sufficient…
Let $(M^{2},g_{0})$ be a compact manifold with boundary, and let $g$ and $g_{0}$ be conformally related by $g=e^{2f}g_{0}$. We show that the inequality $$\nu_{1}(g)\geq\Big(\max_{x\in\partial M}e^{-f(x)}\Big)\nu_{1}(g_{0})$$ stated in…
Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals with non-smooth Riesz kernels show a rich structure as singular measures can become absolutely continuous ones and conversely. In this paper we contribute to the…
In this paper we prove asymptotically sharp weighted "first-and-a-half" $2D$ Korn and Korn-like inequalities with a singular weight occurring from Cartesian to cylindrical change of variables. We prove some Hardy and the so-called "harmonic…
We study $p$-Wasserstein spaces over the branching spaces $\mathbb{R}^2$ and $[-1,1]^2$ equipped with the maximum norm metric. We show that these spaces are isometrically rigid for all $p\geq1,$ meaning that all isometries of these spaces…
Pairwise comparison matrices are increasingly used in settings where some pairs are missing. However, there exist few inconsistency indices for similar incomplete data sets and no reasonable measure has an associated threshold. This paper…
We show that the best constants appearing in the weak type (1,1) inequalities satisfied by the centered Hardy-Littlewood maximal function associated to some finite radial measures, such as the standard gaussian measure, grow exponentially…
When studying the weighted Hardy-Rellich inequality in $L^2$ with the full gradient replaced by the radial derivative the best constant becomes trivially larger or equal than in the first situation. Our contribution is to determine the new…
Sharp multi-dimensional Hardy's inequality for the Laguerre functions of Hermite type is proved for the type parameter $\al\in[-1/2,\infty)^d$. As a consequence we obtain the corresponding result for the generalized Hermite expansions. In…
A new least squares mean of positive definite matrices for the divergence associated with the sandwiched quasi-relative entropy has been introduced. It generalizes the well-known Wasserstein mean for covariance matrices of Gaussian…
We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…
We consider structured approximation of measures in Wasserstein space $\mathrm{W}_p(\mathbb{R}^d)$ for $p\in[1,\infty)$ using general measure approximants compactly supported on Voronoi regions derived from a scaled Voronoi partition of…
This paper extends the self-improvement result of Keith and Zhong in [16] to the two-measure case. Our main result shows that a two-measure $(p,p)$-Poincar\'e inequality for $1<p<\infty$ improves to a $(p,p-\varepsilon)$-Poincar\'e…
We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…
The convective Brinkman-Forchheimer equations (CBFEs) \[ \frac{\partial \boldsymbol{X}}{\partial t} - \mu \Delta\boldsymbol{X} + (\boldsymbol{X}\cdot\nabla)\boldsymbol{X} + \alpha\boldsymbol{X} + \beta|\boldsymbol{X}|^{r-1}\boldsymbol{X} +…