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隨機復雜結構與數據科學重點實驗室
學術報告


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Speaker:

李驥 教授,華中理工大學

Inviter: 董昭 研究員
Title:
Elememtary short course on Freidlin Wentzell theory
Time & Venue:

2020.1.13-15 9:30、14:00 N518

Abstract:

The Freidlin Wentzell theory plays an important role in understanding the asymptotical distribution of invariant measure. The theory is well developed in their seminal book 'random perturbation of dynamical systems', based on the Large Deviation Principle. However, the large deviation theory itself is relatively not well explained in the book. I will try to outline all the main theorems of the large deviation in order to give a rigorous proof of the main theory of Freidlin-Wentzell. After this, I shall try to explain how the FW theory is applied to understand the related invariant measure. (around 15 hours of presentation + free discussion)

Affiliation:  

學術報告中國科學院數學與系統科學研究院應用數學研究所
地址 北京市海淀區中關村東路55號 思源樓6-7層 南樓5-6、8層 100190
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