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SUMMARY:Fluctuations in stochastic systems with memory  - Dr Rosemary Harr
 is\, QMUL
DTSTART:20181120T130000Z
DTEND:20181120T140000Z
UID:TALK109558@talks.cam.ac.uk
CONTACT:Professor Mike Cates
DESCRIPTION:I will give a gentle introduction to the effects of long-range
  temporal correlations in stochastic particle systems\, focusing particula
 rly on fluctuations about the typical behaviour.  Specifically\, I will ex
 plain how long-range memory dependence can modify the large deviation prin
 ciple describing the probability of rare currents and lead\, for example\,
  to superdiffusive behaviour. I will also discuss more briefly the effects
  of hidden states\, and the implementation of the “cloning” procedure 
 for evaluation of large deviations in non-Markovian processes. Finally\, I
  also hope to mention a more interdisciplinary project incorporating the p
 sychological “peak-end” heuristic for human memory into a simple discr
 ete choice model from economics.\n
LOCATION:MR11\, CMS
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