Oberseminar Wahrscheinlichkeitstheorie
Joint research seminar of LMU and TUM in Probability Theory
Students and guests welcome.
Organizers:
Noam
Berger (TUM),
Nina
Gantert
(TUM),
Konstantinos Panagiotou (LMU),
Markus
Heydenreich (LMU),
Sabine
Jansen (LMU),
Franz Merkl
(LMU),
Silke
Rolles (TUM)
Upcoming talks:
| Mon 23 Jun 2025, 16:30: Adam Waterbury (Denison University) Large Deviations for Empirical Measures of Self-Interacting Markov Chains |
| Self-interacting Markov chains arise in a range of models and applications. For example, they can be used to approximate the quasi-stationary distributions of irreducible Markov chains and to model random walks with edge or vertex reinforcement. The term self-interacting Markov chain is something of a misnomer, as such processes interact with their full path history at each time instant, and therefore are non-Markovian. Under conditions on the self-interaction mechanism, we establish a large deviation principle for the empirical measure of self-interacting chains on finite spaces. In this setting, the rate function takes a strikingly different form than the classical Donsker-Varadhan rate function associated with the empirical measure of a Markov chain; the rate function for self-interacting chains is typically non-convex and is given through a dynamical variational formula with an infinite horizon discounted objective function. |
| Theresienstr. 39, München. Room B 252 |
| Mon 7 Jul 2025, 16:30: Nimisha Pahuja TBA |
| TBA |
| Parkring 11, Garching-Hochbrück. |