Related papers: Quasi-continuity method for mean-field diffusions:…
The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…
Consistency models, which were proposed to mitigate the high computational overhead during the sampling phase of diffusion models, facilitate single-step sampling while attaining state-of-the-art empirical performance. When integrated into…
The mean-field approximations of many-boson dynamics are known to be effective in many physical relevant situations. The mathematical justifications of such approximations rely generally on specific considerations which depend too much on…
A generalized anisotropic-diffusion framework is developed for transport problem in media described by a tensorial scattering coefficient and a scalar Henyey--Greenstein asymmetry factor. In this regime the classical similarity relation…
We address the problem of proving a Central Limit Theorem for the empirical optimal transport cost, $\sqrt{n}\{\mathcal{T}_c(P_n,Q)-\mathcal{W}_c(P,Q)\}$, in the semi discrete case, i.e when the distribution $P$ is finitely supported. We…
Independent sample generation is the prevailing paradigm in modern diffusion-based generative models of AI. We ask a different question: can samples \emph{coordinate} through shared population statistics to transport probability mass more…
A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…
We study the approximation of a (finite) continuous-time Markov chain by a Markov chain on a reduced state space, and we provide formal error bounds for the approximated transient distributions in the Wasserstein distance. These bounds…
This article is dedicated to the estimation of Wasserstein distances and Wasserstein costs between two distinct continuous distributions $F$ and $G$ on $\mathbb R$. The estimator is based on the order statistics of (possibly dependent)…
Mean field limits are an important tool in the context of large-scale dynamical systems, in particular, when studying multiagent and interacting particle systems. While the continuous-time theory is well-developed, few works have considered…
This paper is devoted to the study of the eigenvalues of the Wishart process which are the analogof the Dyson Brownian Motion for covariance matrices. Such processes were in particular studied byBru. The mean field convergence of the…
A finite-volume scheme for a cross-diffusion model arising from the mean-field limit of an interacting particle system for multiple population species is studied. The existence of discrete solutions and a discrete entropy production…
Flow Matching, a promising approach in generative modeling, has recently gained popularity. Relying on ordinary differential equations, it offers a simple and flexible alternative to diffusion models, which are currently the…
Many complex dynamical systems in the real world, including ecological, climate, financial, and power-grid systems, often show critical transitions, or tipping points, in which the system's dynamics suddenly transit into a qualitatively…
Simulations of extended quantum systems are typically performed by extrapolating results of a sequence of finite-system-size simulations to the thermodynamic limit. In the quantum Monte Carlo community, twist-averaging was pioneered as an…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…
The Wasserstein distance quantifies the distance between two probability measures on a metric space. We prove an analogue of the Berry-Esseen inequality for the Wasserstein distance on a finite area hyperbolic surface. This inequality…
This paper deals with the rate of convergence for the central limit theorem of estimators of the drift coefficient, denoted $\theta$, for a Ornstein-Uhlenbeck process $X \coloneqq \{X_t,t\geq0\}$ observed at high frequency. We provide an…
In this article, we apply a probabilistic approach to study general mean field type control (MFTC) problems with jump-diffusions, and give the first global-in-time solution. We allow the drift coefficient $b$ and the diffusion coefficient…