HT10
INFORMAL WORKSHOPS WITH ALISON ETHERIDGE
HILARY TERM 2010
Venue: Level 50 meeting room, Peter Medawar Building, South Parks Road, Oxford
Time: Thursdays from 9.30 a.m. - 11.00 a.m.
Week 2 - 28th January
Speaker: Dr Bhalchandra Thatte, Postdoctoral researcher, Department of Statistics, Oxford University
Title:
Week 3 - 4th February
CANCELLED
Week 4 - 11th February
Speaker: Bence Melykuti, Oxford University
Title: A diffusion process model for chemical reaction kinetics: the chemical Langevin equation
Week 5 - 18th February
Speaker: Dr Mladen Savov, JRF New College, Oxford University
Title:
Week 6 - 25th February (Please note later start time of 11.30 a.m.)
Speaker: Professor Bob Griffiths, Department of Statistics, Oxford University
Title: Exchangeable pairs of Bernoulli random variables, Krawtchouck polynomials and Ehrenfest Urns
Week 7 - 4th March
Speaker: Dr Dario Spano, Department of Statistics, Warwick University
Title: Dependent Polya urns and canonical correlations
Week 8 - 11th March
Speaker: Nic Freeman, Oxford University
Title: Super-Brownian motion as a continuum limit of some spatial Lambda-Flemming-Viot processes
Additional Workshops:
Monday 15th March, 10.00 a.m. - Speaker: James Anderson;
Tuesday 23rd March, 9.30 a.m. - Speaker: Todd Parsons, University of Pennsylvania;
Monday 19th April, 11.00 a.m. - Speaker: Ruth Williams, The Department of Mathematics, University of California, San Diego
Title: Existence and Uniqueness of Stationary Distributions for Stochastic Delay Differential Equations with Positivity Constraints.
Abstract: Deterministic dynamic models with delayed feedback and state constraints arise in a variety of applications in science and engineering. There is interest in understanding what effect noise has on the behaviour of such models. Here we consider a multidimensional stochastic delay differential equation with normal reflection as a noisy analogue of a deterministic system with delayed feedback and non-negativity constraints. We obtain sufficient conditions for existence and uniqueness of stationary distributions for such equations. The results are applied to an example from Internet rate control and a simple biochemical reaction system.
This talk is based on joint work with Michael Kinnally.
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