Stochastic sequences with a regenerative structure that may depend both on the future and on the past
Event details
| Date | 26.03.2013 |
| Hour | 11:15 › 12:15 |
| Speaker |
Prof. Serguey Foss Bio : Education D.D. (Doctor of Science, or Research Doctorate; 1992), Institute of Mathematics, Novosibirsk, Russia. (Stochastic Recursive Sequences and Their Applications in Queueing) Ph.D. (1982), Institute of Mathematics, Novosibirsk, Russia. (Extremal Problems in Queueing Theory: with B.A.Rogozin) M.Sc. (1975), Novosibirsk State University, Russia. (Recurrence Properties of the Oscillating Random Walk: with B.A.Rogozin) Research and Professional Experience 01/2003-pres. Professor at Heriot-Watt University, Edinburgh 12/2000-12/2002 Reader at Heriot-Watt University, Edinburgh 2/96-pres. Leading Scientific Researcher at Institute of Mathematics, Novosibirsk, Russian Academy of Sciences 9/92-2002 Professor at Novosibirsk State University 9/83-8/92 Associate Professor at Novosibirsk State University 9/80-8/93 Assistant Professor at Novosibirsk State University 9/77-8/80 Graduate Student at Novosibirsk State University 9/75-8/77 Assistant Professor at Tjumen' State University, Russia |
| Location |
CM011
|
| Category | Conferences - Seminars |
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on the future" are usually developed in an ad-hoc way in the context of the application under consideration, thereby obscuring underlying structure. In this paper we give a simple, unified and more general treatment of such conditioning theory. We further give a number of novel applications to various particle system models, in particular to various flavours of contact processes and to infinite-bin models. We give a number of new results for existing and new models. We further make connections with the theory of Harris ergodicity.
Practical information
- General public
- Free
Organizer
- Professor Thomas Mountford
Contact
- Le Chen