Related papers: Solving Poisson's equation for Wasserstein contrac…
We present new Poisson process approximation results for stabilizing functionals of Poisson and binomial point processes. These functionals are allowed to have an unbounded range of interaction and encompass many examples in stochastic…
We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…
In this article, we generalize the Wasserstein distance to measures with different masses. We study the properties of such distance. In particular, we show that it metrizes weak convergence for tight sequences. We use this generalized…
We study an elliptic operator $L:=\mathrm{div}(A\nabla \cdot)$ on the upper half space. It is known that solvability of the Regularity problem in $\dot{W}^{1,p}$ implies solvability of the adjoint Dirichlet problem in $L^{p'}$. Previously,…
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…
The Markov-Bernstein type inequalities between the norms of functions and of their derivatives are analysed for complex exponential polynomials. We establish a relation between the sharp constants in those inequalities and the stability…
We employ techniques from optimal transport in order to prove decay of transfer operators associated to iterated functions systems and expanding maps, giving rise to a new proof without requiring a Doeblin-Fortet (or Lasota-Yorke)…
We investigate the application of Weak Poincar\'e Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we investigate the necessity of the existence of WPIs to…
In this review paper, we describe the use of couplings in several different mathematical problems. We consider the total variation norm, maximal coupling, and the $\bar{d}$-distance. We present a detailed proof of a result recently proved:…
We characterize the solutions of the Poisson equation and the domain of its associated one-sided Hilbert transform for Ces\`aro bounded operators of fractional order. The results obtained fairly generalize the corresponding ones for…
The Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
In this paper, we deal with a class of one-dimensional reflected backward doubly stochastic differential equations with one continuous lower barrier. We derive the existence and uniqueness of solutions for these equations with Lipschitz…
An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…
We study the relationship between the Dirichlet and Regularity problem for parabolic operators of the form $ L = \mbox{div}(A\nabla\cdot) - \partial_t $ on cylindrical domains $ \Omega = \mathcal O \times \mathbb R $, where the base $…
We study a variety of Wasserstein distributionally robust optimization (WDRO) problems where the distributions in the ambiguity set are chosen by constraining their Wasserstein discrepancies to the empirical distribution. Using the notion…
We show the well-posedness of the Poisson and Stokes problems in weighted spaces over nonconvex, Lipschitz polytopes. For a particular range of $p$, we consider those weights in the Muckenhoupt class $A_p$ that have no singularities in a…
We consider a Markov chain obtained by random iterations of Lipschitz maps $T_i$ chosen with a probability $p_i(x)$ depending on the current position $x$. We assume this system has a property of "contraction on average", that is $\sum_i…
Controlling the $\mathcal W_\infty$ Wasserstein distance by the $\mathcal W_p$ Wasserstein distance is interesting both for theorical and numerical applications. A first paper on this problem was written several years ago [3]. Some year…
We discuss Stein's method for approximation by the stationary distribution of a single-birth Markov chain, in conjunction with stochastic monotonicity and similar assumptions. We use bounds on the increments of the solution of Poisson's…
We establish well posedness of the Poisson problem in weak local John domains, for linear second order elliptic equations with real coefficients, and with data in weighted Lebesgue spaces with a very broad range of acceptable parameters.