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BEGIN:VEVENT
UID:1-302@lptms.universite-paris-saclay.fr
DTSTART:20150106T110000Z
DTEND:20150106T120000Z
DTSTAMP:20141217T111911Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/seminaire-du-lptm
 s-florian-angeletti/
SUMMARY:Séminaire du LPTMS: Florian Angeletti - LPTMS\, salle 201\, 2ème 
 étage\, Bât 100\, Campus d'Orsay - 6 Jan 15 11:00
DESCRIPTION:Matrix-correlated random variables: a dialogue between statisti
 cal\nphysics and signal processing\nFlorian Angeletti\, National Institute
  for Theoretical Physics\, Stellenbosch\nFinding statistical descriptions 
 of non-equilibrium stationary state is often an arduous task. For specific
  systems\, like ASEP or 1D diffusion-reaction systems\, stationary solutio
 ns have been characterized using matrix product representations. These rep
 resentations generalize the product structure of independent random variab
 le to matrices\; the non-commutativity of matrices generates correlation w
 hile preserving many of the algebraic properties of expectation. Depending
  on the matrix structure\, the correlation can vary from short-range to lo
 ng-range correlation. Moreover\, from a signal processing perspective\, th
 ese matrix-correlated random variables can be recast as specific Hidden Ma
 rkov Models. In this talk\, we propose to investigate the general statisti
 cal properties of this mathematical framework\, with the long-term hope to
  improve our understanding of related physical systems.\nIn particular\, w
 e shall focus on the statistical properties of sums of such random variabl
 es. Do we have a large deviation principle for this sum? Can we find analo
 gous of the law of large number or the central limit theorem?
LOCATION:LPTMS\, salle 201\, 2ème étage\, Bât 100\, Campus d'Orsay\, 15 
 Rue Georges Clemenceau\, Orsay\, 91405\, France
GEO:48.698185;2.181768
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=15 Rue Georges Clemenceau\,
  Orsay\, 91405\, France;X-APPLE-RADIUS=100;X-TITLE=LPTMS\, salle 201\, 2è
 me étage\, Bât 100\, Campus d'Orsay:geo:48.698185,2.181768
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