Christian Léonard (Université Paris Nanterre)
Monday, July 16, 2018 - 17:15
SFB 1294 Seminar, University of Potsdam
Karl-Liebknecht-Str. 24-25, 14476 Potsdam OT Golm, House 9, Room 2.22
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. Invited by Sylvie Roelly.
submitted by Liv Heinecke (, 0331-977-203137)