06/05/2016 - One-Hour-Introduction to the Transfer Operator for Markov Chains and Dynamical Systems - Palestrante: Matteo Tanzi (Imperial College London)
| Quando |
06/05/2016 das 16h00 até 17h00 |
|---|---|
| Onde | Sala 4-111 Auditório Fávaro, ICMC - USP |
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Seminário de Probabilidade e Sistemas Complexos
Dia 06/05/2016, 16h00, ICMC-USP, Sala 4-111 Auditório Fávaro
Palestrante: Matteo Tanzi (Imperial College London)
Título: One-Hour-Introduction to the Transfer Operator for Markov Chains and Dynamical Systems
Resumo:
I will present the definition of what is sometimes called "Perron-Frobenius" operator in the theory of Markov chains and "transfer" or "Ruelle" operator in dynamical systems. BothMarkov chains and dynamical systems prescribe the evolution (probabilistic or deterministic) of points of a phase space. The transfer operator describes, in some sense, the collective evolution of points instead, more precisely, the evolution of measures defined on the phase space. I will explain how this operator can give useful information on the invariant or stationary measures for the system to which it is associated. The talk will be held at an introductory level, and I will assume only few basic notions of probability and measure theory.