[Turkmath:7963] İstanbul Bilgi Üniversitesi Tuesday Seminars - Atilla Yılmaz (October 25)
Uğur Doğan
uurdogan at gmail.com
21 Eki 2011 Cum 21:32:52 EEST
Dear All,
Atilla Yılmaz (Boğaziçi Üniversitesi) will give a talk at our departmental
seminar on Tuesday (Oct 25) at 16:00 in the room D-135. The title and
abstract below.
Best,
Piotr
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Title: Large deviations for random walk in a random environment
Abstract:
Random walk is a well understood stochastic process. Its asymptotic behavior
is captured by various classical limit theorems such as (i) law of large
numbers (which gives the typical asymptotic mean velocity), (ii) central
limit theorem (which concerns the fluctuations around that velocity), and
(iii) large deviation principle (which gives the exponential rate of decay
of the probability of having an atypical velocity). The proofs of these
results are fairly elementary, thanks to the homogeneity of the transition
probabilities of random walk.
In this talk, I will introduce random walk in a random environment (which is
a natural generalization of random walk where the transition probabilities
are no longer homogeneous) and present some recent results about its large
deviation properties. Based partly on joint works with (i) Ofer Zeitouni
(Weizmann Institute and University of Minnesota) and with (ii) Firas
Rassoul-Agha (University of Utah) and Timo Seppalainen (University of
Wisconsin-Madison).
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