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Duality for Interacting Particle Systems

Mercoledì 25 gennaio, ore 15:00, aula M1.5 del Dipartimento FIM
Titolo: Duality for Interacting Particle Systems
Relatore: Prof. Frank Redig (TU Delft)

Abstract: In this talk I will provide a panoramic survey of recent developments in the theory of duality for Markov processes.
Duality is a method to link two Markov processes (the process under study and the dual). It is very useful in the study of complex interacting stochastic systems, because the dual process is often simpler.
I will discuss how one can obtain dualities, and how to apply them in the study of macroscopic limits, where one derives a (S)PDE from a particle system, as well as in the study of the invariant measures (ergodic theory).

[Ultimo aggiornamento: 24/01/2023 08:48:00]