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We generalize the Benjamini-Pemantle-Peres estimate relating hitting probability and Martin capacity to the setting of manifolds with Ricci curvature bounded below. As applications we obtain: (1) a sharp estimate for the probability that…

微分几何 · 数学 2021-06-29 Beomjun Choi , Robert Haslhofer

We prove that if the Ricci tensor $\mathrm{Ric}$ of a geodesically complete Riemannian manifold $M$, endowed with the Riemannian distance $\mathsf{d}$ and the Riemannian measure $\mathfrak{m}$, is bounded from below by a continuous function…

概率论 · 数学 2021-09-02 Mathias Braun , Batu Güneysu

In this paper we consider the Benamou-Brenier formulation of optimal transport for nonlinear control affine systems on $\Rd$, removing the compactness assumption of the underlying manifold in previous work by the author. By using Bernard's…

最优化与控制 · 数学 2025-05-02 Karthik Elamvazhuthi

We investigate the problem of pairwise multi-marginal optimal transport, that is, given a collection of probability distributions $\{P_\alpha\}$ on a Polish space $\mathcal{X}$, to find a coupling $\{X_\alpha\}$, $X_\alpha\sim P_\alpha$,…

概率论 · 数学 2019-10-22 Cheuk Ting Li , Venkat Anantharam

In this paper we prove mean curvature comparisons and volume comparisons on a smooth metric measure space when the integral radial Bakry-\'Emery Ricci tensor and the potential function or its gradient are bounded. As applications, we prove…

微分几何 · 数学 2021-06-08 Jia-Yong Wu

Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…

统计力学 · 物理学 2011-07-14 Steffen Martens , Gerhard Schmid , Lutz Schimansky-Geier , Peter Hänggi

We develop a new method based on Caffarelli's contraction theorem in optimal transport to obtain sharp and uniform modulus of continuity estimates for $\beta$-Dyson Brownian motions with $\beta \geq 2$. Our method extends to a large class…

概率论 · 数学 2025-05-20 Xuan Wu

This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…

概率论 · 数学 2019-03-06 Chuang Xu , Arno Berger

An equivalent definition of entropic Ricci curvature on discrete spaces was given in terms of the global gradient estimate. With a particular choice of the density function $\rho$, we obtain a localized gradient estimate, which in turns…

概率论 · 数学 2020-03-04 Supanat Kamtue

We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…

最优化与控制 · 数学 2025-07-21 Lénaïc Chizat , Alex Delalande , Tomas Vaškevičius

The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…

概率论 · 数学 2022-03-10 Sinho Chewi , Aram-Alexandre Pooladian

We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…

计算金融 · 定量金融 2026-03-10 Manuel Hasenbichler , Benjamin Joseph , Gregoire Loeper , Jan Obloj , Gudmund Pammer

We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…

概率论 · 数学 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan

Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…

计量经济学 · 经济学 2025-07-31 Andrei Voronin

In this article, we prove gradient estimates under Bakry-Emery curvature bounds for unbounded graph Laplacians which satisfy an ellipticity assumption. As applications, we study completeness and finiteness of stochastically complete graphs…

微分几何 · 数学 2020-11-24 Matthias Keller , Florentin Münch

The scope of this survey is to give a self-contained introduction to synthetic timelike Ricci curvature bounds for (possibly non-smooth) Lorentzian spaces via optimal transport $\&$ entropy tools, including a synthetic version of Hawking's…

微分几何 · 数学 2022-11-11 Fabio Cavalletti , Andrea Mondino

We consider regularised quadratic optimal transport with subquadratic polynomial or entropic regularisation. In both cases, we prove interior Lipschitz-estimates on a transport-like map and interior gradient Lipschitz-estimates on the…

偏微分方程分析 · 数学 2026-02-06 Rishabh S. Gvalani , Lukas Koch

In this paper, we will present some characterizations for the upper bound of the Bakry-Emery curvature on a Riemannian manifold by using functional inequalities on path space. Moreover, some characterizations for general lower and upper…

概率论 · 数学 2018-12-06 Bo Wu

A key inequality which underpins the regularity theory of optimal transport for costs satisfying the Ma--Trudinger--Wang condition is the Pogorelov second derivative bound. This translates to an apriori interior $C^1$ estimate for smooth…

微分几何 · 数学 2024-10-07 Simon Brendle , Flavien Léger , Robert J. McCann , Cale Rankin

A quadratic optimal transport metric on the set of probability measure over $\R^2$ is introduced. The quadratic cost is given by the euclidean norm on $\R^2$ associated to some well chosen symmetric positive matrix, which makes the metric…

偏微分方程分析 · 数学 2021-02-23 Samir Salem