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Milton Jara (IMPA - Instituto Nacional de Matemática Pura e Aplicada, Rio de Janeiro)
Wednesday 31 October 2018, 15:00-16:30
Non-equilibrium fluctuations of interacting particle systems, lecture 1
⚠️ Important: SRQ - Scaling limits, rough paths, quantum field theory
- 👤 Speaker: Milton Jara (IMPA - Instituto Nacional de Matemática Pura e Aplicada, Rio de Janeiro)
- 📅 Date & Time: Wednesday 31 October 2018, 15:00 - 16:30
- 📍 Venue: Seminar Room 2, Newton Institute
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Abstract
I will present new entropy methods developed in collaboration with Patrícia Gonçalves and Otávio Menezes (IST, Lisbon) in order to study the large-scale behaviour of interacting particle systems. The first lecture will introduce Yau's relative entropy method and a new variational formula for exponential moments of observables in the context of general Markov processes, and it could be of independent interest. In the second and third lectures I will explain how to derive large-scale limits of non-equilibrium interacting particle systems out of these ideas.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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