Student Probability/PDE Seminar

Student Probability/PDE Seminar

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Oct 21, 2014, 03:30 PM - 05:00 PM | 736 Evans Hall | Happening As Scheduled
Wenping Tang, UC Berkeley (Speaker)
In this talk, we mainly deal with the convergence rate of diffusions with "soft" reflection. In particular, we derive the convergence rate of gaps in semi-discrete polymer (O'Connell-Yor) as a corollary. In the first part, we review known results regarding classical reflected Brownian motion, diffusions and some solvable stationary distribution. Then we introduce Meyn-Tweedie's strategy to...