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Charles Boubel

Publications and source records attributed to Charles Boubel.

6 recordsLinked to original sources
arXiv2025

On absolutely continuous curves in the Wasserstein space over R and their representation by an optimal Markov process

Let $μ$ = ($μ$t)t$\in$R be a 1-parameter family of probability measures on R. In [11] we introduced its ``Markov-quantile''process: a process X= (Xt)t$\in$R that resembles as much as possible the quantile process attached to $μ$, among the Markov processesattached to $μ$, i.e. whose family of marginal laws is $μ$.In this article we look at the case where $μ$ is absolutely continuous in the Wasserstein space P2(R). Then X is solution of adynamical transport problem with marginals ($μ$t)t. It provides a Markov minimal Lagrangian probabilistic representative of $μ$, whichis moreover unique among the processes obtained as certain types of limits: limits for the finite dimensional topology of quantileprocesses where the past is made independent of the future conditionally on the present at finitely many times, or limits of processeslinearly interpolating $μ$.This raises new questions about ways to obtain Markov Lagrangian representatives, and to seek uniqueness properties in thisframework.

math.AP↗
arXiv2018

The Markov-quantile process attached to a family of Marginals

Let $μ$ = ($μ$t)t$\in$R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t$\in$R : ]0, 1[ $\rightarrow$ RR, given by Gt($α$) = inf{x $\in$ R : $μ$t(]--$\infty$, x]) > $α$}, is not Markov in general. We modify it to build the Markov process we call "Markov-quantile".We first describe the discrete analogue: if ($μ$n)n$\in$Z is a family of probability measures on R, a Markov process Y = (Yn)n$\in$Z such that Law(Yn) = $μ$n is given by the data of its couplings from n to n + 1, i.e. Law((Yn, Yn+1)), and the process Y is the inhomogeneous Markov chain having those couplings as transitions. Therefore, there is a canonical Markov process with marginals $μ$n and as similar as possible to the quantile process: the chain whose transitions are the quantile couplings. We show that an analogous process exists for a continuous parameter t: there is a unique Markov process X with the measures $μ$t as marginals, and being a limit for the finite dimensional topology of quantile processes where the past is made independent of the future at finitely many times (many non-Markovian limits exist in general). The striking fact is that the construction requires no regularity for the family $μ$. We rely on order arguments, which seems to be completely new for the purpose.We also prove new results the Markov-quantile process yields in two contemporary frameworks:-- In case $μ$ is increasing for the stochastic order, X has increasing trajectories. This is an analogue of a result of Kellerer dealing with the convex order, peacocks and martingales. Modifiying Kellerer's proof, we also prove simultaneously his result and ours in this case.-- If $μ$ is absolutely continuous in Wasserstein space P2(R) then X is solution of a Benamou--Brenier transport problem with marginals $μ$t. Itprovides a Markov probabilistic representation of the continuity equation, unique in a certain sense.

math.PR↗
arXiv2015

The algebra of the parallel endomorphisms of a pseudo-Riemannian metric: semi-simple part

On a (pseudo-)Riemannian manifold (MM,g), some fields of endomorphisms i.e. sections of End(TMM) may be parallel for g. They form an associative algebra A, which is also the commutant of the holonomy group of g. As any associative algebra, A is the sum of its radical and of a semi-simple algebra S. Here we study S: it may be of eight different types, including the generic type S=R.Id, and the Kähler and hyperkähler types 'S isomorphic to C' and 'S isomorphic to the quaternions'. This is a result on real, semi-simple algebras with involution. For each type, the corresponding set of germs of metrics is non-empty; we parametrise it. We give the constraints imposed to the Ricci curvature by parallel endomorphism fields

math.DG↗
arXiv2015

The algebra of parallel endomorphisms of a germ of pseudo-Riemannian metric

On a (pseudo-)Riemannian manifold (M,g), some fields of endomorphisms i.e. sections of End(TM) may be parallel for g. They form an associative algebra A, which is also the commutant of the holonomy group of g. As any associative algebra, A is the sum of its radical and of a semi-simple algebra S. We show in arXiv:1402.6642 that S may be of eight different types, including the generic type S=R.Id, and the Kähler and hyperkähler types where S is respectively isomorphic to the complex field C or to the quaternions H. We show here that for any self adjoint nilpotent element N of the commutant of such an S in End(TM), the set of germs of metrics such that A contains S and {N} is non-empty. We parametrise it. Generically, the holonomy algebra of those metrics is the full commutant of $S\cup\{N\}$ in O(g). Apart from some "degenerate" cases, the algebra A is then $S \oplus (N)$, where (N) is the ideal spanned by N. To prove it, we introduce an analogy with complex Differential Calculus, the ring R[X]/(X^n) replacing the field C. This describes totally the local situation when the radical of A is principal and consists of self adjoint elements. We add a glimpse on the case where this radical is not principal.

math.DG↗
arXiv2011

An integrability condition for fields of nilpotent endomorphisms

We give a necessary and sufficient condition on the 1-jet of a field of nilpotent endomorphisms to be integrable. Together with the well known corresponding condition for an almost complex structure, the nullity of its Nijenhuis tensor, this gives an integrability condition for any field of endomorphisms.

math.DG↗