- Vivi Padova
- Il Bo
Seminario di Probabilità e Finanza matematica
Lunedì 11 Novembre 2013 alle ore 14:30 in Aula 2BC30 la Prof.ssa Alessandra Faggionato dell'Università di Roma "La Sapienza" terrà un seminario intitolato "Flows, currents and symmetries for continuous time Markov chains: a large deviation approach".
We consider a continuous time Markov chain on a countable space (finite or infinite). We focus on the large deviations of the empirical measure, flow and current, as well as their generalization to higher order. In several cases the associated rate function is explicit. As application we investigate the Gallavotti-Cohen functional and its symmetry, and discuss several systems, including birth-and-death Markov chains, random walks on lattices approximating diffusions under an external potential, particle systems.