Seminario del 2026

Ottobre
28
Mercoledì
Gerardo Barrera Vargas
Cutoff phenomenon: an overview for SDEs
nell'ambito della serie: STOCHASTICS AND APPLICATIONS
ore 11:00
presso Seminario I
fisica matematica
probabilità
sistemi dinamici
The cutoff phenomenon describes an abrupt transition in the convergence of a stochastic process toward its equilibrium, occurring within a time window that is negligible compared to the mixing time. In this talk, we provide an overview of the cutoff phenomenon for stochastic differential equations (SDEs), with particular emphasis on small-noise diffusions. We discuss the main ideas behind cutoff, the role of deterministic dynamics and stochastic fluctuations, and the emergence of cutoff times and profiles. 
organizzato da: Stefano Pagliarani

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