{"id":685,"date":"2022-04-18T14:07:31","date_gmt":"2022-04-18T14:07:31","guid":{"rendered":"https:\/\/pages.charlotte.edu\/colloquium\/?p=685"},"modified":"2022-04-18T16:32:24","modified_gmt":"2022-04-18T16:32:24","slug":"thursday-april-21-2022-1130-1230-in-person%ef%bf%bc","status":"publish","type":"post","link":"https:\/\/pages.charlotte.edu\/colloquium\/blog\/2022\/04\/18\/thursday-april-21-2022-1130-1230-in-person%ef%bf%bc\/","title":{"rendered":"Thursday, April 21, 2022, 11:30-12:30, in person"},"content":{"rendered":"\n<p><strong>Speaker:<\/strong>&nbsp;Dr. <a href=\"https:\/\/lsa.umich.edu\/math\/people\/postdoc-faculty\/dnorgila.html\">Domynikas Norgilas<\/a> from the University of Michigan (invited by Adriana Ocejo Monge)<\/p>\n\n\n\n<p><strong>Title:<\/strong>&nbsp;The Monge-Kantorovich mass transport with supermartingale constraints.<\/p>\n\n\n\n<p><strong>Abstract:<\/strong>&nbsp;&nbsp;Given two measures \u03bc,\u03bd on <strong>R<\/strong> with \u03bc(<strong>R<\/strong>) \u2264 \u03bd(<strong>R<\/strong>), and such that \u03bc is smaller than \u03bd in positive convex-decreasing order (i.e., \u03bc \u2264<sub>pcd<\/sub> \u03bd), there exists a two-period supermartingale S = (S\u2081,S\u2082) that transports \u03bc to \u03bd. For each such supermartingale, S\u2081 ~ \u03bc, but there are many possible choices for the law of S\u2082. In this talk we study two canonical choices (the minimal and the maximal measures) with respect to convex-decreasing order. We show how these measures give rise to the so-called <em>supermartingale shadow<\/em> couplings of S\u2081 and S\u2082.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Speaker:&nbsp;Dr. Domynikas Norgilas from the University of Michigan (invited by Adriana Ocejo Monge) Title:&nbsp;The Monge-Kantorovich mass transport with supermartingale constraints. Abstract:&nbsp;&nbsp;Given two measures \u03bc,\u03bd on R with \u03bc(R) \u2264 \u03bd(R), and such that \u03bc is smaller than \u03bd in positive convex-decreasing order (i.e., \u03bc \u2264pcd \u03bd), there exists a two-period supermartingale S = (S\u2081,S\u2082) that [&hellip;]<\/p>\n","protected":false},"author":2373,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"jetpack_post_was_ever_published":false,"_jetpack_newsletter_access":"","_jetpack_dont_email_post_to_subs":false,"_jetpack_newsletter_tier_id":0,"_jetpack_memberships_contains_paywalled_content":false,"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[1],"tags":[],"class_list":["post-685","post","type-post","status-publish","format-standard","hentry","category-spring-2022"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_shortlink":"https:\/\/wp.me\/p3kCtT-b3","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/posts\/685","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/users\/2373"}],"replies":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/comments?post=685"}],"version-history":[{"count":2,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/posts\/685\/revisions"}],"predecessor-version":[{"id":690,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/posts\/685\/revisions\/690"}],"wp:attachment":[{"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/media?parent=685"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/categories?post=685"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/pages.charlotte.edu\/colloquium\/wp-json\/wp\/v2\/tags?post=685"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}