Contents/conteúdo

Mathematics Department Técnico Técnico

Mini-course on Entropy Methods in Particle Systems  RSS

Past

Milton Jara 16/11/2017, 14:00 — 15:30 — Room P4.35, Mathematics Building
, IMPA, Rio de Janeiro, Brasil

Menezes’s inequality and fluctuations

Milton Jara 16/11/2017, 09:00 — 10:30 — Room P4.35, Mathematics Building
, IMPA, Rio de Janeiro, Brasil

Yau’s method and hydrodynamic limits

Milton Jara 15/11/2017, 17:00 — 18:30 — Room P4.35, Mathematics Building
, IMPA, Rio de Janeiro, Brasil

Particle Systems

Milton Jara 15/11/2017, 15:30 — 17:00 — Room P4.35, Mathematics Building
, IMPA, Rio de Janeiro, Brasil

Feynmann-Kac’s formula and variational methods.

Milton Jara 14/11/2017, 13:30 — 15:00 — Room P3.10, Mathematics Building
, IMPA, Rio de Janeiro, Brasil

Entropy inequality.

Milton Jara 13/11/2017, 13:30 — 15:00 — Room P3.10, Mathematics Building
, IMPA, Rio de Janeiro, Brasil

Continuous time Markov chains.

The goal of this course is to present the Relative-Entropy Method of Yau in the context of general continuous time Markov chains, as well as recent advances obtained in collaboration with Otávio Menezes (IST Lisbon). The course targets students at the master or PhD level, but can also be suitable for advanced undergraduate students in mathematics. The only requirement is to be acquainted with the equivalent of an introductory course on Markov chains.