BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//wp-events-plugin.com//6.4.7.2//EN
TZID:Europe/Paris
X-WR-TIMEZONE:Europe/Paris
BEGIN:VEVENT
UID:0-867@lptms.universite-paris-saclay.fr
DTSTART:20231016T143000Z
DTEND:20231016T143000Z
DTSTAMP:20231012T072140Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/soutenance-de-the
 se-benjamin-de-bruyne/
SUMMARY:Soutenance de thèse: Benjamin De Bruyne - Grand amphi\, bâtiment 
 Pascal n° 530 - 16 Oct 23 14:30
DESCRIPTION:Extreme value statistics and optimization problems in stochasti
 c processes This thesis is devoted to the study of extreme value statisti
 cs in stochastic processes and their applications. In the first part\, we 
 obtain exact analytical results on the extreme value statistics of both di
 screte-time and continuous-time random walks. In particular\, we focus on 
 the gap statistics of random walks and exhibit their asymptotic universali
 ty with respect to the jump distribution in the limit of a large number of
  steps. In addition\, we  compute the asymptotic behavior of the expected
  maximum of random walks in the presence of a bridge constraint and reveal
  a rich behavior in their finite-size correction. Moreover\, we compute th
 e expected length of the convex hull of Brownian motion confined in a disk
  and show that it converges slowly to the perimeter of the disk with a str
 etched exponential decay. In the second part\, we focus on numerically sam
 pling rare trajectories of stochastic processes. We introduce an efficient
  method to sample bridge discrete-time random walks. We illustrate it and 
 apply it to various examples. We further extend the method to other stocha
 stic processes\, both Markovian and non-Markovian. We apply our method to 
 sample surviving particles in the presence of a periodic trapping environm
 ent. Finally\, we discuss several optimization problems in stochastic proc
 esses involving extreme value statistics. In particular\, we introduce a n
 ew technique to optimally control dynamical systems undergoing a resetting
  policy Jury : Grégory Schehr (directeur de thèse)\, Pierpaolo Vivo (ra
 pporteur)\, Eric Bertin (rapporteur)\, Cécile Monthus (examinatrice)\, Ma
 rtin Evans (examinateur)\, Kilian Raschel (examinateur)\, Satya Majumdar (
 co-directeur de thèse)
CATEGORIES:seminars
LOCATION:Grand amphi\, bâtiment Pascal n° 530\, rue André Rivière\, Ors
 ay\, 91405\, France
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=rue André Rivière\, Orsay
 \, 91405\, France;X-APPLE-RADIUS=100;X-TITLE=Grand amphi\, bâtiment Pasca
 l n° 530:geo:0,0
END:VEVENT
END:VCALENDAR