Related papers: Maximal Martingale Wasserstein Inequality
The classical Davis inequality $\mathbb{E} Mf\simeq \mathbb{E} Sf$, where $(Sf)^2=\sum_{k}\left|f_{k}-f_{k-1}\right|^2$ is the square function and $Mf= \sup_n \left|f_n\right|$ is the maximal function, is true with a universal constant for…
We present a general duality result for Wasserstein distributionally robust optimization that holds for any Kantorovich transport cost, measurable loss function, and nominal probability distribution. Assuming an interchangeability principle…
It is shown that under suitable regularity conditions, differential entropy is a Lipschitz functional on the space of distributions on $n$-dimensional Euclidean space with respect to the quadratic Wasserstein distance. Under similar…
The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…
The sliced Wasserstein metric compares probability measures on $\mathbb{R}^d$ by taking averages of the Wasserstein distances between projections of the measures to lines. The distance has found a range of applications in statistics and…
Over the last 25 years, techniques based on drift and minorization (d&m) have been mainstays in the convergence analysis of MCMC algorithms. However, results presented herein suggest that d&m may be less useful in the emerging area of…
In this paper we consider the one dimensional quantum hydrodynamics (QHD) system, with a genuine hydrodynamic approach. The global existence of weak solutions with large data has been obtained in [2, 3], in several space dimensions, by…
We prove an inequality on the Kantorovich-Rubinstein distance --which can be seen as a particular case of a Wasserstein metric-- between two solutions of the spatially homogeneous Boltzmann equation without angular cutoff, but with a…
Following the breakthrough work of Guillen and Silvestre \cite{GS24}, that shows that the Fisher information is monotonically decreasing for solutions to the homogeneous Landau equation, we study, for the same equation, the monotonicity…
We show that bilinear variational estimates of Do, Muscalu, and Thiele (arXiv:1009.5187) remain valid for a pair of general martingales with respect to the same filtration. Our result can also be viewed as an off-diagonal generalization of…
For every $d \geq 2$, we present a generalization of the CHSH inequality with the property that maximal violation self-tests the maximally entangled state of local dimension $d$. This is the first example of a family of inequalities with…
Markov decision processes (MDPs) are known to be sensitive to parameter specification. Distributionally robust MDPs alleviate this issue by allowing for \emph{ambiguity sets} which give a set of possible distributions over parameter sets.…
Moment inequality for quadratic forms of random vectors is of particular interest in covariance matrix testing and estimation problems. In this paper, we prove a Rosenthal-type inequality, which exhibits new features and certain improvement…
In this paper, we consider the problem of computing the integral of a function on the unit sphere, in any dimension, using Monte Carlo methods. Although the methods we present are general, our guiding thread is the sliced Wasserstein…
We prove the incompressible limit of compressible ideal magnetohydrodynamic(MHD) flows in a reference domain where the magnetic field is tangential to the boundary. Unlike the case of transversal magnetic fields, the linearized problem of…
In this paper, we study the behavior of the bounds of matrix-valued maximal inequality in $\mathbb{R}^n$ for large $n$. The main result of this paper is that the $L_p$-bounds ($p>1$) can be taken to be independent of $n$, which is a…
We introduce a non-quadratic generalization of the quantum mechanical optimal transport problem introduced in [De Palma and Trevisan, Ann. Henri Poincar\'e, {\bf 22} (2021), 3199-3234] where quantum channels realize the transport. Relying…
We study the possibility of defining a distance on the whole space of measures, with the property that the distance between two measures having the same mass is the Wasserstein distance, up to a scaling factor. We prove that, under very…
We study a general convergence theory for the analysis of numerical solutions to the magnetohydrodynamic system describing the time evolution of compressible, viscous, electrically conducting fluids in space dimension d (= 2; 3). First, we…
A classical theorem of Hutchinson asserts that if an iterated function system acts on $\mathbb{R}^d$ by similitudes and satisfies the open set condition then it admits a unique self-similar measure with Hausdorff dimension equal to the…