Related papers: Some obstructions to contraction theorems on the h…

The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:X\times…

We show that the sequential closure of a family of probability measures on the canonical space of c{\`a}dl{\`a}g paths satisfying Stricker's uniform tightness condition is a weak${}^*$ compact set of semimartingale measures in the pairing…

We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.

A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…

We consider a random walk on a homogeneous space $G/\Lambda$ where $G$ is a non-compact simple Lie group and $\Lambda$ is a lattice. The walk is driven by a probability measure $\mu$ on $G$ whose support generates a Zariski-dense subgroup.…

We prove that if $(X,\mathsf d,\mathfrak m)$ is an essentially non-branching metric measure space with $\mathfrak m(X)=1$, having Ricci curvature bounded from below by $K$ and dimension bounded from above by $N \in (1,\infty)$, understood…

Let $\mu$ and $\nu$ be two probability measures on $\R^d$, where $\mu(\d x)= \e^{-V(x)}\d x$ for some $V\in C^1(\R^d)$. Explicit sufficient conditions on $V$ and $\nu$ are presented such that $\mu*\nu$ satisfies the log-Sobolev, Poincar\'e…

We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…

We show that the convolution of a compactly supported measure on $\mathbb{R}$ with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). We use this result to give a new proof of a classical result in random matrix theory…

In the spirit of Kobayashi's applications of methods of invariant metrics to questions of projective geometry, we introduce a projective analogue of the complex squeezing function. Using Frankel's work, we prove that for convex domains it…

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

An easy consequence of Kantorovich-Rubinstein duality is the following: if $f:[0,1]^d \rightarrow \infty$ is Lipschitz and $\left\{x_1, \dots, x_N \right\} \subset [0,1]^d$, then $$ \left| \int_{[0,1]^d} f(x) dx - \frac{1}{N}…

The aim of this note is to present the simple observation that a slight refinement of the Contraction Mapping Principle allows one to recover the precise convergence rate in the Picard-Lindel\"of Theorem.

Let f be a diffeomorphism of a compact finite dimensional boundaryless manifold M exhibiting infinitely many coexisting attractors. Assume that each attractor supports a stochastically stable probability measure and that the union of the…

We propose a generalized curvature that is motivated by the optimal transport problem on $\mathbb{R}^d$ with cost induced by a Tonelli Lagrangian $L$. We show that non-negativity of the generalized curvature implies displacement convexity…

A generalized transport theorem for convecting irregular domains is presented in the setting of Federer's geometric measure theory. A prototypical $r$-dimensional domain is viewed as a flat $r$-chain of finite mass in an open set of an…

Anomalies are renormalization group invariants that constrain the dynamics of quantum field theories. We show that certain anomalies for discrete global symmetries imply that the underlying theory either spontaneously breaks its generalized…

Many results in probability (most famously, Strassen's theorem on stochastic domination), characterize some relationship between probability distributions in terms of the existence of a particular structured coupling between them. Optimal…

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 prove the equivalence of two seemingly very different ways of generalising Rademacher's theorem to metric measure spaces. One such generalisation is based upon the notion of forming partial derivatives along a very rich structure of…