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Seminario di Probabilità e Finanza Matematica: Large deviations for degenerate jump processes

Mercoledì 26 Marzo 2014, ore 12:00 - Aula 2BC30 - Giada Basile

ARGOMENTI: Seminari

Seminario di Probabilità e Finanza Matematica

Mercoledì 26 Marzo 2014 alle ore 12:00 in aula 2BC30, la Prof.ssa Giada Basile dell'Università di Roma "La Sapienza" terrà un seminario dal titolo "Large deviations for degenerate jump processes".

Abstract
We prove the joint large deviation principle for the empirical measure and flow for a class of continuous time Markov chains that admit an absorbing state. Due to the lack of uniform ergodicity, the zero level set of the rate function is not a singleton. As a corollary, we deduce the Donsker-Varadhan large deviation principle for the empirical measure. We discuss in detail an example given by a linear phonon Boltzmann equation.
Joint work with Lorenzo Bertini.