Related papers: Talagrand-type transport inequalities for path spa…
The optimal transport problem studies how to transport one measure to another in the most cost-effective way and has wide range of applications from economics to machine learning. In this paper, we introduce and study an information…
We construct a canonical geometric rough path over $d$-dimensional tempered fractional Brownian motion (tfBm) for any Hurst parameter $H > 1/4$ and tempering parameter $\lambda > 0$. The main challenge stems from the non-homogeneous nature…
We establish transportation cost inequalities (TCI) with respect to the quantum Wasserstein distance by introducing quantum extensions of well-known classical methods: first, using a non-commutative version of Ollivier's coarse Ricci…
We establish dimension-free quantum Talagrand-type inequalities with explicit constants on the quantum Boolean cube, via a unified variance-decay perspective. For individual observables, short-time variance decay along the depolarizing…
This paper is devoted to study a class of stochastic Volterra equations associated with fractional Brownian motion. We first prove the Driver type integration by parts formula and the shift Harnack type inequalities. As a direct…
Many machine learning problems involve data supported on curved spaces such as spheres, rotation groups, hyperbolic spaces, and general Riemannian manifolds, where Euclidean geometry can distort distances, averages, and the resulting…
The paper considers the Euler system of PDE on a smooth compact Riemannian manifold of positive curvature without boundary, and the sphere ${\mathbb{S}}^2$ in particular. The paper interprets the Euler equations as a transport problem for…
The \emph{Schr\"odinger problem} is obtained by replacing the mean square distance with the relative entropy in the Monge-Kantorovich problem. It was first addressed by Schr\"odinger as the problem of describing the most likely evolution of…
We prove a representation for the support of McKean Vlasov Equations. To do so, we construct functional quantizations for the law of Brownian motion as a measure over the (non-reflexive) Banach space of H\"older continuous paths. By solving…
We first prove the L^p-convergence (p\geq 1) and a Fernique-type exponential integrability of divergence functionals for all Cameron-Martin vector fields with respect to the pinned Wiener measure on loop spaces over a compact Riemannian…
The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties with standard Brownian motion (such as the one-dimensional…
In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random field, white in time and correlated in space, on the…
We study concentration properties for laws of non-linear Gaussian functionals on metric spaces. Our focus lies on measures with non-Gaussian tail behaviour which are beyond the reach of Talagrand's classical Transportation-Cost Inequalities…
This note is concerned with an extension, at second order, of an inequality on the discrete cube $C_n=\{-1,1\}$ (equipped with the uniform measure) due to Talagrand (\cite{TalL1L2}). As an application, the main result of this note is a…
We clarify some aspects of the calculation of the thermal transport coefficients. For a tight-binding Hamiltonian we discuss the approximate nature of the charge current and the thermal current obtained by Peierls substitution which is also…
We introduce $\textit{Stein transport}$, a novel methodology for Bayesian inference designed to efficiently push an ensemble of particles along a predefined curve of tempered probability distributions. The driving vector field is chosen…
In this paper, we establish a noncommutative analogue of Calder\'on's transference principle, which allows us to deduce noncommutative ergodic maximal inequalities from the special case---operator-valued maximal inequalities. As…
We give a new proof of the sharp symmetrized form of Talagrand's transport-entropy inequality. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed…
We derive weighted log-Sobolev inequalities from a class of super Poincar\'e inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove…
We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel…