Gemeinsames Kolloquium der Arbeitsgruppen Stochastik
TU Darmstadt / Goethe-Universität Frankfurt / Gutenberg-Universität Mainz
Termine im Sommersemester 2018
Freitag, 18.05.2018, TU Darmstadt, S1|05 Raum 24 (Maschinenhaus)
15:15 Friedrich Götze (Universität Bielefeld): Asymptotic Expansions in Entropic Limit Theorems
We discuss the convergence in classical (central) limit theorems measured in relative entropy based divergences. This includes Entropy, Fisher-Information as well as Renyi-Divergences. Analogues of these expansions of divergences relative to the Wigner law in non-commutative probability are discussed as well.
16:45 Michael Scheutzow (TU Berlin): Generalized couplings and ergodicity
The coupling method is a classical tool to establish uniqueness and stability of an invariant measure of a Markov process. In this talk we recall the concept of a generalized coupling and show how it can be used to prove ergodicity (including rates of convergence). The approach is particularly useful in the analysis of stochastic delay equations and some class of SPDEs. This is joint work with Alex Kulik (Kiev) and Oleg Butkovsky (Haifa/Berlin).
Freitag, 22.06.2018, Universität Frankfurt
Julien Berestycki (University of Oxford) und Louigi Addario-Berry (McGill University, Montreal)
Freitag 06.07.2018, Universität Mainz
Daniel Valesin (Rijksuniversiteit Groningen) und Jan Swart (UTIA, Prag)
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Wegbeschreibungen
zur Anreise an die Uni Mainz finden Sie unter https://www.mathematik.uni-mainz.de/anfahrt/ , zur Anreise an die Uni Frankfurt unter https://www.uni-frankfurt.de/38074653/campus_bockenheim und https://www.uni-frankfurt.de/38093742/Campus_Bockenheim-pdf.pdf, zur Anreise an die TU Darmstadt unter http://www3.mathematik.tu-darmstadt.de/fb/mathe/wir-ueber-uns/adresse-und-lageplan/anreise.html
Termine in früheren Semestern finden Sie hier.
Last update: 15.5.2018, stochastik@uni-mainz.de