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SUMMARY:Random Periodicity: Theory and Modelling
DTSTART;VALUE=DATE-TIME:20190124T153000Z
DTEND;VALUE=DATE-TIME:20190124T163000Z
DTSTAMP;VALUE=DATE-TIME:20190118T091800Z
UID:indico-event-4269@indico.math.cnrs.fr
DESCRIPTION:Speakers: Huaizhong Zhao (Loughborough University)\nRandom per
iodicity is ubiquitous in the real world. In this talk\, I will provide th
e concepts of random periodic paths and periodic measure to mathematically
describe random periodicity. These two different notions are “equivalen
t”. An ergodic theory is established. For Markovian random dynamical sys
tems\, in the random periodic case\, the infinitesimal generator of the Ma
rkovian has infinite number of equally placed simple eigenvalues including
0 on the imaginary axis\, in contrast to the mixing stationary case in wh
ich the Koopman-von Neumann Theorem says there is only one simple eigenval
ue 0 on the imaginary axis. Examples of of Markov chains\, random mappin
gs\, stochastic differential equations and stochastic partial differential
equations with random periodic paths or periodic measures will be provide
d. This theory implies law of large numbers\, central limit theorems and a
pplications to time series (touched if time permits).\nhttps://indico.math
.cnrs.fr/event/4269/
LOCATION:René Baire (Institut de Mathématiques de Bourgogne)
URL:https://indico.math.cnrs.fr/event/4269/
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