Seminar 217, Risk Management: Asymptotic Spectral Analysis of Markov Chains with Rare Transitions: A Graph-Algorithmic Approach

Risk Seminar
Oct 16, 2018 11:00am to 12:30pm
1011 Evans Hall
Happening As Scheduled
Parameter-dependent Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry, and biology. Such processes often manifest metastability, and the spectral properties of the generators largely govern their long-term dynamics. In this work, we propose a constructive graph-algorithmic approach to computing the asymptotic estimates of eigenvalues...
Speaker: Tingyue Gan, UC Berkeley (Speaker - Featured)