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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Ergodicity of non-stationary stochastic processes
非平稳 随机过程 遍历性
2023/4/13
I will discuss the ergodicity of two kinds of non-stationary processes: random periodic processes and random quasi-periodic processes. I will describe periodic measures, quasi-periodic measures and th...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：马氏过程的集中不等式
马氏过程 集中不等式 真实均值 随机算法
2023/4/14
这个报告的主题是马氏过程观察量的经验均值趋于真实均值的集中不等式，或者说随机算法的错误概率的绝对估计。我将介绍与集中不等式等价的“运费vs Fisher信息量”不等式，以及怎样使用Poincare或log-Sobolev不等式，与最优传输，熵这些工具去证明“运费vs Fisher信息量”不等式。作为应用例子，我将介绍高维分布Gibbs算法的错误概率绝对估计。
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements IV: the entropic repulsion phenomenon and other types of large deviations
随机交错 大偏差 熵斥力现象 大偏差
2023/5/8
In this lecture, I will talk about how to control the deviation of the occupation-time profile conditioned on disconnection so that this conditioning makes the model exhibit a phenomenon generally kno...