Você está aqui: Entrada Eventos Seminários do GFM Slowing down conditioned random walks to recover optimal transport on a graph
Acções do Documento

Slowing down conditioned random walks to recover optimal transport on a graph

Seminário do GFM
IIIUL, A2-25
2012-09-20 15:00 .. 16:00
Adicionar evento ao calendário:   vCal    iCal

Christian Léonard (Univ. Paris Nanterre)

On a non-oriented metric graph, we build a convergent sequence of random walks with an asymptotically vanishing frequency of jumps. Its limit is a non-deterministic random walk which allows to solve the Monge-Kantorovich metric problem on the graph. Each random walk solves a Schroedinger problem, i.e. an entropic minimization problem of processes with prescribed initial and final constraints.