Fluctuations in stochastic systems with memory

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