相关论文: A potential-based construction of the increasing s…
For two measures $\mu$ and $\nu$ that are in convex-decreasing order, Nutz and Stebegg (Canonical supermartingale couplings, Ann. Probab., 46(6):3351--3398, 2018) studied the optimal transport problem with supermartingale constraints and…
The (left-)curtain coupling, introduced by Beiglb\"ock and the author is an extreme element of the set of "martingale" couplings between two real probability measures in convex order. It enjoys remarkable properties with respect to order…
It is well known that given two probability measures $\mu$ and $\nu$ on $\mathbb{R}$ in convex order there exists a discrete-time martingale with these marginals. Several solutions are known (for example from the literature on the Skorokhod…
Beiglb\"ock and Juillet ("On a problem of optimal transport under marginal martingale constraints") introduced the left-curtain martingale coupling of probability measures $\mu$ and $\nu$, and proved that, when the initial law $\mu$ is…
In this paper, we exhibit a new family of martingale couplings between two one-dimensional probability measures $\mu$ and $\nu$ in the convex order. This family is parametrised by two dimensional probability measures on the unit square with…
Two probability distributions $\mu$ and $\nu$ in second stochastic order can be coupled by a supermartingale, and in fact by many. Is there a canonical choice? We construct and investigate two couplings which arise as optimizers for…
In a martingale optimal transport (MOT) problem mass distributed according to the law $\mu$ is transported to the law $\nu$ in such a way that the martingale property is respected. Beiglb\"ock and Juillet (On a problem of optimal transport…
We study a martingale Schr\"odinger bridge problem: given two probability distributions, find their martingale coupling with minimal relative entropy. Our main result provides Schr\"odinger potentials for this coupling. Namely, under…
A classical result of Strassen asserts that given probabilities $\mu, \nu$ on the real line which are in convex order, there exists a \emph{martingale coupling} with these marginals, i.e.\ a random vector $(X_1,X_2)$ such that $X_1\sim \mu,…
Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.
In this paper, we develop a new method of computing three-point functions in the SU(2) sector of the $\mathcal{N}=4$ super Yang-Mills theory in the semi-classical regime at weak coupling, which closely parallels the strong coupling…
Quantization provides a very natural way to preserve the convex order when approximating two ordered probability measures by two finitely supported ones. Indeed, when the convex order dominating original probability measure is compactly…
We introduce a method for proving almost sure termination in the context of lambda calculus with continuous random sampling and explicit recursion, based on ranking supermartingales. This result is extended in three ways. Antitone ranking…
Sabot and Zeng have discovered two martingales, one of which played a key role in their investigation of the vertex-reinforced jump process. Starting from the related supersymmetric hyperbolic sigma model, we give an alternative derivation…
Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if they admit a martingale (resp.\ submartingale) coupling. By…
We couple dual pairs of N=8 superconformal mechanics with conical targets of dimension d and 8-d. The superconformal coupling generates an oscillator-type potential on each of the two target factors, with a frequency depending on the…
Magic-angle twisted trilayer graphene (MATTG) recently emerged as a highly tunable platform for studying correlated phases of matter, such as correlated insulators and superconductivity. Superconductivity occurs in a range of doping levels…
In this article we revisit the weak optimal transport (WOT) problem, introduced by Gozlan, Roberto, Samson and Tetali (2017). We work on the real line, with barycentric cost functions, and as our first result give the following…
We consider the $\mathcal{N}=2$ quiver gauge theory arising from a $\mathbb{Z}_M$ orbifold of $\mathcal{N}=4$ Super Yang-Mills theory. Over the years, exploiting supersymmetric localization, exact expressions for several observables have…
In this paper, we study the general form of three-point functions of conserved current multiplets $S_{\alpha(k)}= S_{(\alpha_1 \dots \alpha_k)}$ of arbitrary rank in four-dimensional ${\mathcal N}=1$ superconformal theory. We find that the…