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Mathematical Finance and Probability Seminars

Metastable behavior of non-reversible dynamics.

Tuesday, November 15, 2016 at 11:45am - 12:45pm

Insuk Seo, UC Berkeley: Metastable behavior is the phenomenon in which a random process starting from a local equilibrium arrives at the global equilibrium after a sufficiently long time scale. The precise asymptotic analysis of this transition time has been known for the reversible dynamics, based on the potential theory of reversible Markov processes. In this presentation, we introduce our recent generalization of this metastability theory to the non-reversible dymamics. (joint work with C. Landim)
Location   Hill 705

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Mathematical Finance Master's Program

Department of Mathematics, Hill 348
Hill Center for Mathematical Sciences
Rutgers, The State University of New Jersey
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