BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Department of Statistics and Operations Research - ECPv5.1.6//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Department of Statistics and Operations Research
X-ORIGINAL-URL:https://stat-or.unc.edu
X-WR-CALDESC:Events for Department of Statistics and Operations Research
BEGIN:VTIMEZONE
TZID:America/New_York
BEGIN:DAYLIGHT
TZOFFSETFROM:-0500
TZOFFSETTO:-0400
TZNAME:EDT
DTSTART:20160313T070000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:-0400
TZOFFSETTO:-0500
TZNAME:EST
DTSTART:20161106T060000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20160201T143000
DTEND;TZID=America/New_York:20160201T153000
DTSTAMP:20210624T054119
CREATED:20170216T012340Z
LAST-MODIFIED:20170216T012340Z
UID:2754-1454337000-1454340600@stat-or.unc.edu
SUMMARY:STOR Colloquium: Sayan Banerjee\, University of Warwick
DESCRIPTION:Couplings and geometry \nA coupling of (the laws of) two Markov processes specifies a particular construction of copies of the two processes simultaneously on the same space. They have a long history and find numerous applications in probability and analysis\, ranging from yielding bounds on the mixing times of Markov chains to studying harmonic maps. \nIt is natural to ask whether we can construct a coupling where the coupled processes actually meet (successful coupling). If such a coupling exists\, how fast can we make them meet (coupling rate)? It turns out that this question has deep connections with the generator of the Markov process and the geometry of the underlying space. \nIn this talk\, I will give an overview of some results in this area. In particular\, we will focus on general elliptic diffusions on Riemannian manifolds\, and show how geometry (dimension of the isometry group\, flows of isometries\, Killing vector fields and dilation vector fields) plays a fundamental role in relating the space and the generator of the diffusion to the coupling rate. I will also briefly describe efficient coupling techniques for some nilpotent diffusions using ideas from the theory of infinite dimensional Brownian motion. \nThis is joint work with W.S. Kendall.
URL:https://stat-or.unc.edu/event/stor-colloquium-sayan-banerjee-university-of-warwick/
LOCATION:Hanes 120
CATEGORIES:STOR Colloquium
END:VEVENT
END:VCALENDAR