BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//UM//UM*Events//EN
CALSCALE:GREGORIAN
BEGIN:VTIMEZONE
TZID:America/Detroit
TZURL:http://tzurl.org/zoneinfo/America/Detroit
X-LIC-LOCATION:America/Detroit
BEGIN:DAYLIGHT
TZOFFSETFROM:-0500
TZOFFSETTO:-0400
TZNAME:EDT
DTSTART:20070311T020000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=2SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:-0400
TZOFFSETTO:-0500
TZNAME:EST
DTSTART:20071104T020000
RRULE:FREQ=YEARLY;BYMONTH=11;BYDAY=1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTAMP:20241209T084843
DTSTART;TZID=America/Detroit:20250226T160000
DTEND;TZID=America/Detroit:20250226T173000
SUMMARY:Meeting:Faculty Meeting
DESCRIPTION:Meeting of tenure track faculty and lecturers III/IV. \nDetails to follow.
UID:129791-21864578@events.umich.edu
URL:https://events.umich.edu/event/129791
CLASS:PUBLIC
STATUS:CONFIRMED
CATEGORIES:English Language & Literature
LOCATION:Angell Hall - Robert Hayden Conference Room - 3222
CONTACT:
END:VEVENT
BEGIN:VEVENT
DTSTAMP:20250303T063130
DTSTART;TZID=America/Detroit:20250226T160000
DTEND;TZID=America/Detroit:20250226T164500
SUMMARY:Careers / Jobs:GO Tutor Corps Info Session | Take a Gap Year as a Mentor & Tutor!
DESCRIPTION:Considering a gap year? Or just unsure of your plans after graduation? Learn how you can make an impact through a year of service with the GO Tutor Corps!
UID:129554-21863621@events.umich.edu
URL:https://events.umich.edu/event/129554
CLASS:PUBLIC
STATUS:CONFIRMED
CATEGORIES:
LOCATION:
CONTACT:
END:VEVENT
BEGIN:VEVENT
DTSTAMP:20250116T195021
DTSTART;TZID=America/Detroit:20250226T160000
DTEND;TZID=America/Detroit:20250226T170000
SUMMARY:Workshop / Seminar:On the specific relative entropy between continuous martingales
DESCRIPTION:The laws of two continuous martingales will typically be singular to each other and hence have infinite relative entropy. But this does not need to happen in discrete time. This suggests defining a new object\, the specific relative entropy\, as a scaled limit of the relative entropy between the discretized laws of the martingales. This definition goes all the way back to Nina Gantert's PhD thesis\, and in recent time Hans Foellmer has rekindled the study of this object by for instance obtaining a novel transport-information inequality.\n\nIn this talk I will first discuss the existence of a closed formula for the specific relative entropy\, depending on the quadratic variation of the involved martingales. Next I will describe an application of this object to prediction markets. Concretely\, David Aldous asked in an open question to determine the 'most exciting game'\, i.e. the prediction market with the highest entropy. With M. Beiglbock we give a concise answer to this question. Finally\, if time permits\, I will give a glimpse to different extensions of this object\, e.g. to higher dimensions or when we replace the role of the relative entropy by a power of the Wasserstein distance\, as recently developed with X. Zhang and co-authors.
UID:126425-21857120@events.umich.edu
URL:https://events.umich.edu/event/126425
CLASS:PUBLIC
STATUS:CONFIRMED
CATEGORIES:Mathematics
LOCATION:East Hall - 1360
CONTACT:
END:VEVENT
END:VCALENDAR