Fluctuations in stochastic systems with memory
- Date: Tuesday 7 November 2017, 11:00 – 12:00
- Location: Mathematics Level 8, MALL 1, School of Mathematics
- Type: Applied Mathematics seminars, Leeds applied nonlinear dynamics seminars, Seminar series
- Cost: Free
Rosemary Harris, Queen Mary University of London. Part of the Leeds applied nonlinear dynamics seminars series.
I will give a gentle introduction to 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, 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.
Rosemary Harris, Queen Mary University of London