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

GFM seminar
IIIUL, A2-25
2012-09-20 15:00 .. 16:00
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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.