trureturingGitHub MATHEMATICAL ATLAS

Analytic / CONCEPT

FiniteMartingaleCoupling

Finite laws have arbitrary nonnegative weights summing to one, including repeated atoms and zero weights. A transition matrix produces one genuine joint probability measure with both exact marginals and every bounded measurable martingale test. Uniform finite laws in convex order admit such a matrix and coupling. The coupling predicate reuses CostTransport.IsCoupling from the frozen optimal-transport library.

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exists_martingaleCoupling_uniform

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