CSH Talk by Václav Zatloukal: "Local time of random walks" - CSH

CSH Talk by Václav Zatloukal: “Local time of random walks”


May 22, 2019 | 15:0016:00

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The lecture by Václav Zatloukal from Czech Technical University in Prague will take place at the Complexity Science Hub Vienna.

Location: Salon

If you are interested in participating, please email to office@csh.ac.at

Abstract

The local time of a stochastic process quantifies the amount of time that sample trajectories x(t) spend in the vicinity of an arbitrary point x. First, in the language of path integrals, we will study the local time of a continuous random walk on a line generated by a generic Hamiltonian, with explicit results provided for Gaussian and Levy-type random walks. Our methods will then be applied in the case of discrete random walks on generic graphs.

Details

Date
May 22, 2019
Time
15:00—16:00

Organizer

Complexity Science Hub Vienna
Phone
+43 1 59991 600
Email
office@csh.ac.at
Website
www.csh.ac.at

Venue

Complexity Science Hub Vienna
Josefstaedter Straße 39
Wien,1080
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Phone
+43 1 59991 600
Website
www.csh.ac.at