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BEGIN:VEVENT
UID:0-818@lptms.universite-paris-saclay.fr
DTSTART:20220610T140000Z
DTEND:20220610T173000Z
DTSTAMP:20220601T093558Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/soutenance-de-the
 se-francesco-mori/
SUMMARY:Soutenance de thèse: Francesco Mori - Petit amphi\, bâtiment Pasc
 al n° 530 - 10 Juin 22 14:00
DESCRIPTION:Extreme value statistics of stochastic processes : from Brownia
 n motion to active particles\npar\n\nFrancesco Mori\n&nbsp\;\n\nRare extre
 me events tend to play a major role in a wide range of contexts\, from fin
 ance to climate. Hence\, understanding their statistical properties is a r
 elevant task\, which opens the way to many applications. In this thesis\, 
 we investigate the extremal properties of several stochastic processes\, i
 ncluding Brownian motion (BM)\, active particles\, and BM with resetting.
   In the first part\, we investigate the times at which extrema of one-di
 mensional stochastic processes occur. In particular\, in the case of a BM 
 of fixed duration\, we compute the probability distribution of the time be
 tween the global maximum and the global minimum. Moreover\, we derive the 
 distribution of the time of the maximum for stationary stochastic processe
 s\, both at equilibrium and out-of-equilibrium. This analysis leads to the
  formulation of a simple criterion to detect nonequilibrium fluctuations i
 n steady states. In the second part\, we focus on the run-and-tumble parti
 cle (RTP) model. We compute exactly the survival probability for a single 
 RTP in d dimensions\, showing that this quantity is completely universal\,
  i.e.\, independent of d and the speed fluctuations of the particle. We ex
 tend this universality to other observables (time of the maximum and recor
 ds) and generalized RTP models. Moreover\, we also investigate the positio
 n distribution of a single RTP at late times. We show that\, under certain
  conditions\, a condensation transition can be observed in the large-devia
 tion regime where the particle is far from its starting position. Finally\
 , we introduce a new technique\, analog to the Hamilton-Jacobi-Bellman equ
 ation\, to optimally control a dynamical system through stochastic resetti
 ng.\n\nJury :\n\nS. Majumdar (directeur de thèse)\n\nD. Dean (rapporteur)
 \n\nM. Marsili (rapporteur)\n\nM. Evans\n\nJ. Krug\n\nC. Monthus\n\nG. Sch
 ehr\n\nR. Voiturier
CATEGORIES:seminars
LOCATION:Petit 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=Petit amphi\, bâtiment Pasca
 l n° 530:geo:0,0
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