Entropic and optimal transport
16.07.2018, 17:15-18:15
– Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie
Christian Léonard (Paris)
The Schrödinger problem is an entropy minimization problem on a set of path measures with prescribed initial and final marginals. It arises from a large deviation principle for the empirical measures of large particle systems. When the dynamics of the particles is slowed down while the prescribed marginals are unchanged, a second level large deviation phenomenon occurs. This leads to a sequence, indexed by the slowdown parameter, of Schrödinger problems Gamma-converging to a dynamical optimal transport problem.