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It is well known that the quadratic Wasserstein distance $W_2 (\mathord{\boldsymbol{\cdot}}, \mathord{\boldsymbol{\cdot}})$ is formally equivalent, for infinitesimally small perturbations, to some weighted $H^{-1}$ homogeneous Sobolev norm.…

泛函分析 · 数学 2016-09-20 Rémi Peyre

We consider $M/Ph/n+M$ queueing systems in steady state. We prove that the Wasserstein distance between the stationary distribution of the normalized system size process and that of a piecewise Ornstein-Uhlenbeck (OU) process is bounded by…

概率论 · 数学 2015-12-01 Anton Braverman , J. G. Dai

In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…

应用统计 · 统计学 2023-07-11 Chen Cheng , Linjie Wen , Jinglai Li

We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…

概率论 · 数学 2025-09-24 Albert Zhang

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…

In order to adapt the Wasserstein distance to the large sample multivariate non-parametric two-sample problem, making its application computationally feasible, permutation tests based on the Sinkhorn divergence between probability vectors…

统计理论 · 数学 2022-09-30 E. del Barrio , J. S. Osorio , A. J. Quiroz

We derive a multidimensional Stein's method for asymptotic independence in the case of a general target $\mu$ with a density, being invariant measure of a diffusion process. It allows us to give a general bound in Wasserstein distance…

概率论 · 数学 2026-05-28 Ciprian A. Tudor , Jérémy Zurcher

The Wigner eigenfunctions of a free quantum particle propagating on a plane are derived. Two possibilities are analysed. Firstly, the particle of given energy and angular momentum is discussed. In that case, a special choice of coordinates…

量子物理 · 物理学 2026-03-12 Hubert Jóźwiak , Jaromir Tosiek

We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…

统计理论 · 数学 2011-02-28 Neal Madras , Deniz Sezer

In this work, we describe new constructions of free Stein kernels. Firstly, in dimension one, we propose a free analog to the construction of Stein kernels using moment maps as the one proposed by Fathi. This will be possible for a class of…

概率论 · 数学 2023-06-02 Charles-Philippe Diez

This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of…

统计理论 · 数学 2013-04-10 XuanLong Nguyen

The convergence rate in Wasserstein distance is estimated for the empirical measures of symmetric semilinear SPDEs. Unlike in the finite-dimensional case that the convergence is of algebraic order in time, in the present situation the…

概率论 · 数学 2021-02-02 Feng-Yu Wang

We give an estimate for the Kolmogorov distance between an infinitely divisible distribution (with mean zero and variance one) and the standard Gaussian distribution in terms of the difference between the fourth moment and 3. In a similar…

概率论 · 数学 2014-02-26 Octavio Arizmendi , Arturo Jaramillo

In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…

统计理论 · 数学 2026-04-28 Dongzhou Huang , Tianyi Jiang , Haonan Wang

We consider communication scenarios where one party sends quantum states of known dimensionality $D$, prepared with an untrusted apparatus, to another, distant party, who probes them with uncharacterized measurement devices. We prove that,…

量子物理 · 物理学 2025-02-06 Miguel Navascues , Károly F. Pál , Tamás Vértesi , Mateus Araújo

We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…

概率论 · 数学 2022-03-15 Thomas Bonis

An interpretation and re-formulation of modern physics which removes the presumption of the space-time continuum, and bases physical theory on a small number of rational and empirical principles. After briefly describing the philosophical…

综合物理 · 物理学 2014-05-13 Charles Francis

Collisionless Boltzmann equation is used to describe the intensity correlations in partially saturated and fully saturated regimes in terms of photon distribution function in the phase space. Explicit expression for fourth moment of the…

量子物理 · 物理学 2022-07-13 Roman Baskov

We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…

概率论 · 数学 2020-11-25 Solesne Bourguin , Simon Campese

The Wasserstein distance has emerged as a key metric to quantify distances between probability distributions, with applications in various fields, including machine learning, control theory, decision theory, and biological systems.…

机器学习 · 计算机科学 2026-02-10 Eduardo Figueiredo , Steven Adams , Luca Laurenti