Séminaire de Probabilités

Quantitative fluctuation analysis of multiscale dynamical systems

par Solesne Bourguin

Europe/Paris
Amphi L. Schwartz

Amphi L. Schwartz

Description

In this talk, we consider multiscale dynamical systems perturbed by a small Brownian noise and study the limiting behavior of the fluctuations around their deterministic limit from a quantitative standpoint. Using PDE techniques and a second order Poincare inequality based on Malliavin calculus, we obtain rates of convergence for the central limit theorem satisfied by the slow component in the Wasserstein metric.