Fluctuations in stochastic systems with memory

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• Dr Rosemary Harris, QMUL
• Tuesday 20 November 2018, 13:00-14:00
• MR11, CMS.

If you have a question about this talk, please contact Professor Mike Cates.

I will give a gentle introduction to the effects of long-range temporal correlations in stochastic particle systems, focusing particularly on fluctuations about the typical behaviour. Specifically, I will explain how long-range memory dependence can modify the large deviation principle describing the probability of rare currents and lead, for example, to superdiffusive behaviour. I will also discuss more briefly the effects of hidden states, and the implementation of the “cloning” procedure for evaluation of large deviations in non-Markovian processes. Finally, I also hope to mention a more interdisciplinary project incorporating the psychological “peak-end” heuristic for human memory into a simple discrete choice model from economics.

This talk is part of the DAMTP Statistical Physics and Soft Matter Seminar series.

This talk is included in these lists:

• All CMS events
• DAMTP Statistical Physics and Soft Matter Seminar
• MR11, CMS
• Soft Matter
• bld31

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