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Large Deviations of Markov Processes - Part 1

International Centre for Theoretical Sciences via YouTube

Overview

Explore a comprehensive lecture on large deviations of Markov processes in this 1 hour 38 minute video from the International Centre for Theoretical Sciences. Delve into key concepts including process examples, reversibility, non-hermitian operators, differential operators, and eigen problems. Examine dynamical observables and their examples before diving into large deviation theory, the Gartner Ellis Theorem, and functional Perron-Frobenius. Conclude with discussions on Feynman-Kac formalism and spectral problems, followed by a Q&A session. Gain insights into advanced topics in statistical physics and probability theory through this in-depth presentation by Hugo Touchette, part of a broader program on large deviation theory and its applications in physics and mathematics.

Syllabus

Start
Large deviations of Markov processes Part - 1
Outline
Process
Example
Reversibility
Non-hermitian operators
Differential operator
Eigen problem
Dynamical observables
Examples
Large deviation theory
Gartner Ellis Theorem
Functional Penon-Frobenius
Feynman - Kac
Spectral problem
Q&A

Taught by

International Centre for Theoretical Sciences

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