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【学术报告】A coupling approach in the computation of geometric ergodicity for stochastic dynamics

发布日期:2022-11-14    点击:

微分动力系统学术报告

报告题目: A coupling approach in the computation of geometric ergodicity for stochastic dynamics


报告人:王式柔(吉林大学)


时间: 2022-11-18 14:00-15:00


腾讯会议: 974-159-983


摘要:This talk introduces a probabilistic approach to compute geometric convergence rates in discrete or continuous stochastic systems. By choosing appropriate coupling mechanisms and combining them together, this approach works well in many settings, especially in high-dimensions. It is particularly observed that the rate of geometric ergodicity of a randomly perturbed system can, to some extent, reveal the degree of chaoticity of the unperturbed system. This is a joint work with Yao Li.


邀请人:文晓、张金华

 

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