Mathematics Department Técnico Técnico

Probability and Stochastic Analysis Seminar   RSS

27/09/2023, 17:00 — 18:00 — Online
Adrián González Casanova, University of California at Berkeley

Sample Duality

Heuristically, two processes are dual if one can find a function to study one process by using the other. Sampling duality is a duality which uses a duality function S(n,x) of the form "what is the probability that all the members of a sample of size n are of a certain type, given that the number (or frequency) of that type of individuals is x". Implicitly, this technique can be traced back to the work of Blaise Pascal. Explicitly, it was studied in a paper of Martin Möhle in 1999 in the context of population genetics. We will discuss examples for which this technique is useful, including an application to the Simple Exclusion Process with reservoirs.

Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by several institutions, in particular Instituto Superior Técnico.