Skip to main content.
Advanced search >
<< Back to previous page Print

<< Wednesday, February 07, 2018 >>

Remind me

Tell a friend

Add to my Google calendar (bCal)

Download to my calendar

Bookmark and ShareShare

Large deviations for two time-scale jump-diffusions and Markov chain models

Seminar: Probability Seminar | February 7 | 3:10-4 p.m. | 1011 Evans Hall

Lea Popovic, Concordia University

Department of Statistics

For a number of processes in biology the appropriate stochastic modelling is done in
terms of multi-scale Markov processes with fully dependent slow and fast fluctuating variables.
The most common examples of such multi-scale processes are deterministic evolutions, jump-diffusions,
and state dependent Markov chains. The law of large numbers limit, central limit theorem,
and the corresponding large deviations behaviour of these models are all of interest in applications.
In this talk I will give a proof of the large deviations principle for such multi-scale systems,
and give an example of an intracellular reaction model on two time-scales for which these results apply.