Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A potential-based construction of the increasing supermartingale
  coupling   The increasing supermartingale coupling, introduced by Nutz and Stebegg
(Canonical supermartingale couplings, Annals of Probability, 46(6):3351--3398,
2018) is an extreme point of the set of `supermartingale' couplings between two
real probability measures in convex-decreasing order. In the present paper we
provide an explicit construction of a triple of functions, on the graph of
which the increasing supermartingale coupling concentrates. In particular, we
show that the increasing supermartingale coupling can be identified with the
left-curtain martingale coupling and the antitone coupling to the left and to
the right of a uniquely determined regime-switching point, respectively.
  Our construction is based on the concept of the shadow measure. We show how
to determine the potential of the shadow measure associated to a
supermartingale, extending the recent results of Beiglb\"{o}ck et al. (The
potential of the shadow measure, Electron. Commun. Probab., 27, paper no. 16,
1--12, 2022) obtained in the martingale setting.

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The categories of this paper are: quant-ph
3
The categories of this paper are: physics
16
The categories of this paper are: stat
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
33
The categories of this paper are: plasm-ph
37
The categories of this paper are: supr-con
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The categories of this paper are: hep-lat
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The categories of this paper are: q-fin
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The categories of this paper are: chao-dyn
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The categories of this paper are: cmp-lg
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The categories of this paper are: eess
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The categories of this paper are: dg-ga
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The categories of this paper are: hep-ex
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The categories of this paper are: math-ph
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The categories of this paper are: alg-geom