Freidlin-Wentzell Type Large Deviations

Topic: 
Freidlin-Wentzell Type Large Deviations
Date & Time: 
Tuesday, November 20, 2018 - 12:30 to 13:30
Speaker: 
Joseba Dalmau, NYU Shanghai
Location: 
Room 371, Geography Building, Zhongbei Campus, ECNU

This event is open to NYU community and invited guests only.

Abstract:

In this talk I will introduce the basic theory of Freidlin and Wentzell for random perturbations of dynamical systems. The theory deals with large deviations estimates for trajectories of Markov processes converging to a deterministic dynamical system, as well as related estimates on exit times and on the invariant measure. This talk should help understand the proofs in the following talk.

Biography:

Joseba Dalmau is a Postdoctoral Researcher at NYU Shanghai. Previous to that he did his Ph.D. under the supervision of Raphaël Cerf at Université Paris-Sud and worked as a Postdoc at École Polytechnique. His work has focused on probabilistic models of population genetics, in particular concerning mutation-selection equilibrium.

 

Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai