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CATEGORIES:Probability
SUMMARY:A particle model for Wasserstein type diffusion -
Vitalii Konarovskyi
DTSTART;TZID=Europe/London:20180522T140000
DTEND;TZID=Europe/London:20180522T150000
UID:TALK104263AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/104263
DESCRIPTION:The discussion will be devoted to a family of inte
racting particles on\nthe real line which have a c
onnection with the geometry of Wasserstein\nspace
of probability measures. We will consider a physic
al improvement\nof a classical Arratia flow\, but
now particles can split up and they\ntransfer a m
ass that influences their motion. The particle sys
tem can\nbe also interpreted as an infinite dimens
ional version of sticky\nreflecting dynamics on a
simplicial complex. The model appears as a\nmartin
gale solution to an infinite dimensional SDE with
discontinuous\ncoefficients. In the talk\, we are
going to consider a reversible case\,\nwhere the c
onstruction is based on a new family of measures o
n the set\nof real non-decreasing functions as ref
erence measures for naturally\nassociated Dirichle
t forms. In this case\, the intrinsic metric leads
\nto a Varadhan formula for the short time asympto
tics with the\nWasserstein metric for the associat
ed measure valued diffusion. The\ntalk is based on
joint work with Max von Renesse.
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0W
B
CONTACT:Perla Sousi
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