Seminário de Probabilidade e Análise Estocástica  RSS

Planeadas

29/11/2023, 16:00 — 17:00 Europe/Lisbon — Instituto Superior Técnicohttps://tecnico.ulisboa.pt
Alberto Chiarini, University of Padova

How efficiently does a simple random walk cover a portion of a macroscopic body?

In this talk we aim at establishing large deviation estimates for the probability that a simple random walk on the Euclidean lattice (d>2) covers a substantial fraction of a macroscopic body. It turns out that, when such rare event happens, the random walk is locally well approximated by random interlacements with a specific intensity, which can be used as a pivotal tool to obtain precise exponential rates. Random interlacements have been introduced by Sznitman in 2007 in order to describe the local picture left by the trace of a random walk on a large discrete torus when it runs up to times proportional to the volume of the torus, and has been since a popular object of study. In the first part of the talk we introduce random interlacements and give a brief account of some results surrounding this object. In the second part of the talk we study the event that random interlacements cover a substantial fraction of a macroscopic body. This allows to obtain an upper bound on the probability of the corresponding event for the random walk. Finally, by constructing a near-optimal strategy for the random walk to cover a macroscopic body, we discuss a matching large deviation lower bound. The talk is based on ongoing work with M. Nitzschner (NYU Courant).

Subscrição de anúncios por email

Esta série de seminários tem activa uma lista de subscritores por email. É usada pelo organizador do seminário para publicitar eventos. Para solicitar a sua adição ou remoção da lista forneça o seu nome e email abaixo. Dependendo do seu endereço constar ou não da lista de subscritores poderá cancelar ou subscrever a lista.

Submissão de dados

Excepto para as sessões mais antigas trata-se de sessões do Seminário de Probabilidade e Mecânica Estatística do IMPA e co-organizado com outras instituições, em particular o Instituto Superior Técnico.