Fluctuations in stochastic systems with memory

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• Dr Rosemary Harris, Queen Mary University of London
• Monday 21 November 2016, 15:00-16:00
• Arts Lecture Room 1.

If you have a question about this talk, please contact David Smith.

I will give a gentle introduction to some recent work on the effects of long-range temporal correlations in stochastic particle systems, focusing particularly on fluctuations about the typical behaviour. Specifically, in the first part of the talk, I will discuss how long-range memory dependence can modify the large deviation principle describing the probability of rare currents and lead, for example, to superdiffusive behaviour. In the second part of the talk, I will describe a more interdisciplinary project incorporating the psychological “peak-end” heuristic for human memory into a simple discrete choice model from economics. Along the way, I will attempt to indicate connections between different approaches, other possible applications, and open questions.

This talk is part of the Applied Mathematics Seminar Series series.

This talk is included in these lists:

• Applied Mathematics Seminar Series
• Arts Lecture Room 1
• School of Mathematics Events

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