Guillaume Carlier: Hewitt and Savage Theorem for finite exchangeable laws and applications

Seminars - Analysis and Applied Mathematics Seminar
Speakers
GUILLAUME CARLIER, Universite Paris Dauphine
12:30 - 13:45
room 3-E4-SR03 (Rontgen)
Professors Miller and Hershkoff

Abstract:

In this talk, I will describe a variant of the celebrated de Finetti, Hewitt and Savage theorem for finite exchangeable laws and discuss possible applications to some symmetric optimal transport problems. I will emphasize the role of some universal polynomials of quantized measures which capture correlated corrections and the convex geometry of symmetric laws. This is a joint work with Gero Friescke and Daniela Vögler (Munich).

 

For further information please contact elisur.magrini@unibocconi.it