16/11/2017, 14:00 — 15:30 — Sala P4.35, Pavilhão de Matemática
Milton Jara, IMPA, Rio de Janeiro, Brasil
Menezes’s inequality and fluctuations
16/11/2017, 09:00 — 10:30 — Sala P4.35, Pavilhão de Matemática
Milton Jara, IMPA, Rio de Janeiro, Brasil
Yau’s method and hydrodynamic limits
15/11/2017, 17:00 — 18:30 — Sala P4.35, Pavilhão de Matemática
Milton Jara, IMPA, Rio de Janeiro, Brasil
Particle Systems
15/11/2017, 15:30 — 17:00 — Sala P4.35, Pavilhão de Matemática
Milton Jara, IMPA, Rio de Janeiro, Brasil
Feynmann-Kac’s formula and variational methods.
14/11/2017, 13:30 — 15:00 — Sala P3.10, Pavilhão de Matemática
Milton Jara, IMPA, Rio de Janeiro, Brasil
Entropy inequality.
13/11/2017, 13:30 — 15:00 — Sala P3.10, Pavilhão de Matemática
Milton Jara, 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.