Probability Seminar: Stationary solutions and local equations for interacting diffusions on regular trees

Probability Seminar: Stationary solutions and local equations for interacting diffusions on regular trees

Probability Seminar
Mar 8, 2023, 03:10 PM - 04:00 PM | 340 Evans Hall | Happening As Scheduled
Jiacheng Zhang, UC Berkeley

We study the invariant measures of infinite systems of stochastic differential equations (SDEs) indexed by the vertices of a regular tree. These invariant measures correspond to Gibbs measures associated with certain continuous specifications, and we focus specifically on those measures which are homogeneous Markov random fields. We characterize the joint law at any two adjacent vertices in terms...