[ABE-L] Seminário de Probabilidade e Sistemas complexos 06/05/2016: Matteo Tanzi

[Sandro Gallo]

Boa tarde a todos,

estou divulgando o próximo seminário Probabilidade e Sistemas complexos (
http://scpc.icmc.usp.br/seminar.html). Este seminário será um pouco
particular: pode ser visto como uma pequena aula sobre "transfer operators"
para cadeias de Markov.

Palestrante: Matteo Tanzi (Imperial College London)

Dia 06/05/2016,
16h00,
ICMC-USP, Sala 4-111 Auditório Fávaro

Título:
One-Hour-Introduction to the Transfer Operator for Markov Chains and
Dynamical Systems

Resumo:
I will present the definition of what is sometimes called
"Perron-Frobenius" operator in the theory of Markov chains and “transfer"
or “Ruelle" operator in dynamical systems.  Both Markov chains and
dynamical systems prescribe the evolution (probabilistic or deterministic)
of points of a phase space. The transfer operator describes, in some sense,
the collective evolution of points instead, more precisely, the evolution
of measures defined on the phase space. I will explain how this operator
can give useful information on the invariant or stationary measures for the
system to which it is associated.
The talk will be held at an introductory level, and I will assume only few
basic notions of probability and measure theory.

São todos bem-vindos.
Abraço!
Sandro


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