Related papers: Localisation for constrained transports I: theory
We present a range of applications of localisation for constrained transports for pairs of probability measures in order with respect to a lattice cone. These examples comprise irreducible convex paving for martingale transports in…
We study the structure of martingale transports in finite dimensions. We consider the family $\mathcal{M}(\mu,\nu) $ of martingale measures on $\mathbb{R}^N \times \mathbb{R}^N$ with given marginals $\mu,\nu$, and construct a family of…
We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…
Martingale transport plans on the line are known from Beiglbock & Juillet to have an irreducible decomposition on a (at most) countable union of intervals. We provide an extension of this decomposition for martingale transport plans in R^d,…
In this paper we consider convex subsets of locally-convex topological vector spaces. Given a fixed point in such a convex subset, we show that there exists a curve completely contained in the convex subset and leaving the point in a given…
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
It is well known that martingale transport plans between marginals $\mu\neq\nu$ are never given by Monge maps -- with the understanding that the map is over the first marginal $\mu$, or forward in time. Here, we change the perspective, with…
We generalize known results on transport equations associated to a Lipschitz field $\mathbf{F}$ on some subspace of $\mathbb{R}^N$ endowed with some general space measure $\mu$. We provide a new definition of both the transport operator and…
We show that in any complete metric space the probability measures $\mu$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $\nu$ living on the…
We prove that every element of the polar cone to the closed convex cone of monotone transport maps can be represented as the divergence of a measure field taking values in the positive definite matrices.
Given positive measures $\nu,\mu$ on an arbitrary measurable space $(\Omega, \mathcal F)$, we construct a sequence of finite partitions $(\pi_n)_n$ of $(\Omega, \mathcal F)$ s.t. $$ \sum_{A\in \pi_n: \mu(A)>0} 1_{A} \frac{\nu(A)}{\mu(A)}…
In this paper, we extend the scope of Caffarelli's contraction theorem, which provides a measure of the Lipschitz constant for optimal transport maps between log-concave probability densities in $\R^d$. Our focus is on a broader category of…
We study the localization of the poles of the best Mobius approximations for locally univalent functions in the unit disk. Sharp geometric bounds for the pole function are established in terms of Pommerenke's linear invariant orders,…
Strassen established that there exists a two step martingale with marginal distributions $\mu$, $\nu$ if and only if $\mu$, $\nu$ are in convex order. Recently Chon\'e-Gozlan-Kramarz obtained a transport characterization of the stochastic…
In 1991, Brenier proved a theorem that generalizes the polar decomposition for square matrices -- factored as PSD $\times$ unitary -- to any vector field $F:\mathbb{R}^d\rightarrow \mathbb{R}^d$. The theorem, known as the polar…
Given a compact Lie group $G$ and an orthogonal $G$-representation $V$, we give a purely metric criterion for a closed subset of the orbit space $V/G$ to have convex pre-image in $V$. In fact, this also holds with the natural quotient map…
Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…
We consider a system of partial differential equations describing mass transport in a multicomponent isothermal compressible fluid. The diffusion fluxes obey the Fick-Onsager or Maxwell-Stefan closure approach. Mechanical forces result into…
In this paper, we investigate optimal (partial) transport problems for which the target is a non-convex polygonal domain in \(\mathbb{R}^2\). For the complete optimal transport problem, we prove that the singular set is locally a smooth…