RMK Darmstadt SoSe 2018
Zeit: 15:15 Uhr
Vortrag: Friedrich Götze
"Asymptotic Expansions in Entropic Limit Theorems"
We discuss the convergence in classical (central) limit theorems measured in relative entropy based divergences. This includes Entropy, Fisher-Information as well as Renyi-Divergences. Analogues of these expansions of divergences relative to the Wigner law in non-commutative probability are discussed as well.
Vortrag: Michael Scheutzow
"Generalized couplings and ergodicity"
The coupling method is a classical tool to establish uniqueness and stability of an invariant measure of a Markov process. In this talk we recall the concept of a generalized coupling and show how it can be used to prove ergodicity (including rates of convergence). The approach is particularly useful in the analysis of stochastic delay equations and some class of SPDEs. This is joint work with Alex Kulik (Kiev) and Oleg Butkovsky (Haifa/Berlin).
- TU Darmstadt S1|05 Raum 24 (Maschinenhaus)
- Magdalenenstraße 12, 64289 Darmstadt
Goethe-Universität Frankfurt am Main, Johannes Gutenberg-Universität Mainz