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Related papers: Absolute continuity of Rosenblatt measures

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We extend the result of Lisini (Calc Var Partial Differ Equ 28:85-120, 2007) on the superposition principle for absolutely continuous curves in $p$-Wasserstein spaces to the special case of $p=1$. In contrast to the case of $p>1$, it is not…

Metric Geometry · Mathematics 2023-12-19 Ehsan Abedi , Zhenhao Li , Timo Schultz

We give a sufficient condition for the existence of the harmonic measure from infinity of transient random walks on weighted graphs. In particular, this condition is verified by the random conductance model on $\Z^d$, $d\geq 3$, when the…

Probability · Mathematics 2012-02-16 Daniel Boivin , Clément Rau

Using an approach recently developed by Nourdin and Poly, we improve the rate in an inequality for the total variation distance between two double Wiener-It\^o integrals originally due to Davydov and Martynova. An application to the rate of…

Statistics Theory · Mathematics 2013-05-23 Rola Zintout

Given a complete Riemannian manifold $M$ with a lower Ricci curvature bound, we consider barycenters in the Wasserstein space $\mathcal{W}_2(M)$ of probability measures on $M$. We refer to them as Wasserstein barycenters, which by…

Probability · Mathematics 2025-12-05 Jianyu Ma

It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…

Probability · Mathematics 2018-11-14 Peter K. Friz , David J. Prömel

We prove that for certain partially hyperbolic skew-products, non-uniform hyperbolicity along the leaves implies existence of a finite number of ergodic absolutely continuous invariant probability measures which describe the asymptotics of…

Dynamical Systems · Mathematics 2012-12-18 Javier Solano

Let $\lambda$ be a probability measure on $\mathbb T^{n-1}$ where $n=2$ or 3. Suppose $\lambda$ is invariant, ergodic and has positive entropy with respect to the linear transformation defined by a hyperbolic matrix. We get a measure $\mu $…

Dynamical Systems · Mathematics 2014-07-18 Ronggang Shi

We consider a random walk on a second countable locally compact topological space endowed with an invariant Radon measure. We show that if the walk is symmetric and if every subset which is invariant by the walk has zero or infinite…

Dynamical Systems · Mathematics 2022-10-18 Timothée Bénard

We prove existence of solutions to continuity equations in a separable Hilbert space. We look for solutions which are absolutely continuous with respect to a reference measure \gamma which is Fomin-differentiable with exponentially…

Probability · Mathematics 2019-07-12 Giuseppe Da Prato , Franco Flandoli , Michael Roeckner

The adjoint method introduced in [Eva] and [Tra] is used, to construct analogs to the Aubry-Mather measures for non convex Hamiltonians. More precisely, a general construction of probability measures, that in the convex setting agree with…

Analysis of PDEs · Mathematics 2012-01-04 Filippo Cagnetti , Diogo Gomes , Hung Tran

Consider an iterated function system consisting of similarities on the complex plane of the form $g_{i}(z) = \lambda_i z + t_i,\ \lambda_i, t_i \in \mathbb{C},\ |\lambda_i|<1, i=1,\ldots, k$. We prove that for almost every choice of…

Dynamical Systems · Mathematics 2023-08-31 Boris Solomyak , Adam Śpiewak

Let $\gamma$ be a Gaussian measure on a locally convex space and $H$ be the corresponding Cameron-Martin space. It has been recently shown by L. Ambrosio and A. Figalli that the linear first-order PDE $$ \dot{\rho} + \mbox{div}_{\gamma}…

Functional Analysis · Mathematics 2013-12-24 Alexander V. Kolesnikov , Michael Röckner

We analyze {\em the Rosenblatt process} which is a selfsimilar process with stationary increments and which appears as limit in the so-called {\em Non Central Limit Theorem} (Dobrushin and Major (1979), Taqqu (1979)). This process is…

Probability · Mathematics 2008-08-01 Ciprian A. Tudor

We give a condition for absolute continuity of self-similar measures in arbitrary dimensions. This allows us to construct the first explicit absolutely continuous examples of inhomogeneous self-similar measures in dimension one and two. In…

Dynamical Systems · Mathematics 2025-10-20 Samuel Kittle , Constantin Kogler

Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…

Probability · Mathematics 2014-11-18 Mark Adler , Nicolas Orantin , Pierre van Moerbeke

The fundamental inequality of Guivarc'h relates the entropy and the drift of random walks on groups. It is strict if and only if the random walk does not behave like the uniform measure on balls. We prove that, in any nonelementary…

Probability · Mathematics 2015-01-22 Sébastien Gouëzel , Frédéric Mathéus , François Maucourant

In the present work, we prove the validity of two theorems on null-paths in a version of absolute parallelism geometry. A version of these theorems has been originally established and proved by Kermak, McCrea and Whittaker (KMW) in the…

General Relativity and Quantum Cosmology · Physics 2007-05-23 M. I. Wanas , A. B. Morcos

We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…

Probability · Mathematics 2024-09-04 Guillaume Conchon--Kerjan , Daniel Kious , Pierre-François Rodriguez

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

Statistical Mechanics · Physics 2012-02-09 Lin Tongling , Pujos Cyril , Ou Congjie , Bi Wenping , Calvayrac Florent , Wang Qiuping A

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

Probability · Mathematics 2017-03-08 Bero Roos