Ergodicity under Non-Additive Probability

报告题目:Ergodicity under Non-Additive Probability

报告人:赵怀忠教授(英国拉夫堡大学)

报告时间:2018年4月12日16:00-17:00

报告地点:知新楼B座1238

摘要:In this talk, I will discuss recent results on the ergodicity of invariant sublinear expectations and invariant capacity. I will introduce our definition of ergodicity, its equivalence with recurrence, 1 being the simple eigenvalue of transformation operator and the law of large numbers where the long time empirical mean is constant.

References:

[1] Chunrong Feng and Huaizhong Zhao, Ergodicity on sublinear expectations spaces, ArXiv:1705.03549

[2] Chunrong Feng, Panyu Wu and Huaizhong Zhao, Ergodicity of invariant capacity, Preprint.

赵怀忠简历:赵怀忠教授就职于英国拉夫堡大学数学学院,是国际知名的随机分析专家,研究领域主要涉及随机分析、偏微分方程以及随机动力系统,特别是在非线性PDE的随机方法、随机发展方程的轨道稳定解、随机Burgers方程的不变测度等方面取得了国际领先的突出研究成果。在Stochastic Processes and their Applications,Journal of Functional Analysis,Journal of Theoretical Probability,Journal of Differential Equations,SIAM Journal on Numerical Analysis 等国际著名学术期刊发表了多篇学术论文,在国际学术界有很强的影响力。赵怀忠教授曾主持负责多项英国皇家学会和伦敦数学学会科研项目,曾多次访问中国,与中科院、山东大学及复旦大学、上海交通大学等国内高校有紧密的学术合作。

邀请人:陈増敬