This thesis deals with the optimal transport problem, in particular with regularity properties shared by optimal transport maps. The first part of this manuscript provides a new proof of the Caffarelli contraction theorem, stating that the optimal transport map from the gaussian measure to a measure with a uniformly log-concave density with respect...
We study the non-asymptotic behavior of Coulomb gases in dimension two and more. Such gases are modeled by an exchangeable Boltzmann-Gibbs measure with a singular two-body interaction. We obtain concentration of measure inequalities for the empirical distribution of such gases around their equilibrium measure, with respect to bounded Lipschitz and ...
Published in Journal of Statistical Physics
We introduce a family of three-dimensional random point fields using the concept of the quaternion determinant. The kernel of each field is an n-dimensional orthogonal projection on a linear space of quaternionic polynomials. We find explicit formulas for the basis of the orthogonal quaternion polynomials and for the kernel of the projection. For n...
Published in Geometric and Functional Analysis
We prove a Central Limit Theorem for the linear statistics of two-dimensional Coulomb gases, with arbitrary inverse temperature and general confining potential, at the macroscopic and mesoscopic scales and possibly near the boundary of the support of the equilibrium measure. This can be stated in terms of convergence of the random electrostatic pot...
These expository notes propose to follow, across fields, some aspects of the concept of entropy. Starting from the work of Boltzmann in the kinetic theory of gases, various universes are visited, including Markov processes and their Helmholtz free energy, the Shannon monotonicity problem in the central limit theorem, the Voiculescu free probability...
Published in Potential Analysis
We study the limiting distribution of the eigenvalues of the Ginibre ensemble conditioned on the event that a certain proportion lie in a given region of the complex plane. Using an equivalent formulation as an obstacle problem, we describe the optimal distribution and some of its monotonicity properties.
We define a "renormalized energy" as an explicit functional on arbitrary point configurations of constant average density in the plane and on the real line. The definition is inspired by ideas of [SS1, SS3]. Roughly speaking, it is obtained by subtracting two leading terms from the Coulomb potential on a growing number of charges. The functional is...
Published in Journal of Statistical Physics
The calculation of correlation functions for β=1 random matrix ensembles, which can be carried out using Pfaffians, has the peculiar feature of requiring a separate calculation depending on the parity of the matrix size N. This same complication is present in the calculation of the correlations for the Ginibre Orthogonal Ensemble of real Gaussian m...
Published in Journal of Statistical Physics
For the fermion point process on the whole complex plane associated with the exponential kernel \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$e^{z\bar{w}}$$\end{docum...
