{"id":508,"date":"2023-04-01T01:47:49","date_gmt":"2023-04-01T01:47:49","guid":{"rendered":"https:\/\/pages.charlotte.edu\/probability-seminar\/?p=508"},"modified":"2023-04-01T01:47:49","modified_gmt":"2023-04-01T01:47:49","slug":"tues-april-4-2023-at-400pm-in-fretwell-379-math-conference-room","status":"publish","type":"post","link":"https:\/\/pages.charlotte.edu\/probability-seminar\/blog\/2023\/04\/01\/tues-april-4-2023-at-400pm-in-fretwell-379-math-conference-room\/","title":{"rendered":"Tues April 4, 2023 at 4:00PM in Fretwell 379 (Math Conference Room)"},"content":{"rendered":"\n<p><a href=\"https:\/\/www-math.umd.edu\/people\/faculty\/item\/306-mif.html\" data-type=\"URL\" data-id=\"https:\/\/www-math.umd.edu\/people\/faculty\/item\/306-mif.html\">Mark Freidlin<\/a>, University of Maryland<\/p>\n\n\n\n<p><em>Title:\u00a0<\/em>Long-Time Influence of Small Perturbations<\/p>\n\n\n\n<p><em>Abstract<\/em>: Long-time influence of small deterministic and stochastic perturbations can be described as a motion on the simplex of invariant\u00a0probability\u00a0measures of the non-perturbed system. I will demonstrate this general approach in the case of \u00a0perturbations of a stochastic system with multiple stationary regimes. If the system has a first integral, the long&#8211;time behavior of the perturbed system, in an appropriate time scale, can be described by a motion on the Reeb graph of the first integral. This is a modified (because of the interior vertices of the Reeb graph) \u00a0averaging-principle-type result. If the non-perturbed stochastic system has just a finite number of ergodic invariant\u00a0probability\u00a0measures, the long-time behavior is defined by limit theorems for\u00a0large deviations.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Mark Freidlin, University of Maryland Title:\u00a0Long-Time Influence of Small Perturbations Abstract: Long-time influence of small deterministic and stochastic perturbations can be described as a motion on the simplex of invariant\u00a0probability\u00a0measures of the non-perturbed system. I will demonstrate this general approach in the case of \u00a0perturbations of a stochastic system with multiple stationary regimes. If the [&hellip;]<\/p>\n","protected":false},"author":16,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-508","post","type-post","status-publish","format-standard","hentry","category-probability_seminar"],"_links":{"self":[{"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/posts\/508","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/users\/16"}],"replies":[{"embeddable":true,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/comments?post=508"}],"version-history":[{"count":1,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/posts\/508\/revisions"}],"predecessor-version":[{"id":509,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/posts\/508\/revisions\/509"}],"wp:attachment":[{"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/media?parent=508"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/categories?post=508"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/pages.charlotte.edu\/probability-seminar\/wp-json\/wp\/v2\/tags?post=508"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}