School Colloquium——Fluctuations and moderate deviations for a catalytic Fleming-Viot branching system
报告人:Jie Xiong (Southern University of Science and Technology)
时间:2023-05-19 16:00-17:00
地点:理科一号楼1114
Abstract: We consider fluctuations and moderate deviations of the empirical fields for a catalytic Fleming-Viot branching system. We proved that for some independent initial distribution, the fluctuation process of the empirical fields is governed by an Ornstein-Uhlenbeck process whose drift term is a linear operator associated with a catalyst. Furthermore, we establish the large deviation principle corresponding to the fluctuation. We develop a technique to estimate the exponential moments for the Sobolev norms of the empirical fluctuation fields via the spectrum of the Laplace operator and the exponential inequality of martingales. The estimates of the exponential moments play a crucial role in this work. This talk is based on a joint paper with Fuqing Gao and Yunshi Gao.
个人简介:熊捷,1983年在tyc234cc 太阳成集团数学系获得学士学位,1986年获得tyc234cc 太阳成集团概率统计系硕士学位,1992年在美国北卡罗莱纳大学教堂山分校统计系获得博士学位。1992年-2014年间,熊捷执教于美国田纳西大学数学系,在此期间,于2002-2003年在加拿大被授予随机过程与滤波Canada Research Chair;于2003-2004年获得洪堡奖学金并赴德国进行合作研究。2014年正式入职澳门大学数学系,并于2017年底作为讲席教授加入南方科技大学数学系。
他的研究领域包括:随机滤波和控制,数理金融,数理生物,测度值随机过程以及随机偏微分方程。