21 September 2015 to 16 October 2015
Nordita, Stockholm
Europe/Stockholm timezone

Fluctuations in stochastic systems with memory

30 Sept 2015, 11:00
1h
132:028 (Nordita, Stockholm)

132:028

Nordita, Stockholm

Speaker

Rosemary Harris (Queen Mary University of London)

Description

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 (especially to biology), and open questions.

Presentation materials

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