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TZID:Europe/Paris
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BEGIN:VEVENT
UID:1-394@lptms.universite-paris-saclay.fr
DTSTART:20151208T110000Z
DTEND:20151208T120000Z
DTSTAMP:20151022T114153Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/seminaire-du-lptm
 s-hugo-touchette/
SUMMARY:Séminaire du LPTMS: Hugo Touchette - LPTMS\, salle 201\, 2ème ét
 age\, Bât 100\, Campus d'Orsay - 8 Déc 15 11:00
DESCRIPTION:\nMarkov processes conditioned on large deviations\nHugo Touche
 tte\, National Institute for Theoretical Physics (NITheP)\,Stellenbosch\, 
 South Africa\n\nI will discuss in this talk recent works with Raphael Chet
 rite (Université de Nice) on Markov processes conditioned on rare events 
 - for example\, Brownian motion conditioned on having a given asymptotic v
 elocity or on staying positive for a very long time. I will show that a pr
 ocess conditioned on a large deviation can be represented in the long-time
  limit by a conditioning-free Markov process\, called the driven or the eq
 uivalent process\, which has the same typical states as the conditioned pr
 ocess. The driven process arises in the study of nonequilibrium processes 
 and the simulation of large deviations. Other applications related to reac
 tion paths\, stochastic optimal control\, and Brownian bridges and meander
 s will also be mentioned.\n\n
CATEGORIES:seminars
LOCATION:LPTMS\, salle 201\, 2ème étage\, Bât 100\, Campus d'Orsay\, 15 
 Rue Georges Clemenceau\, Orsay\, 91405\, France
GEO:48.698185;2.181768
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  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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