Student Probability/PDE Seminar: Tunneling Behavior of Random Processes

Seminar | March 3 | 2:10-3:30 p.m. | 891 Evans Hall

 Insuk Seo, UC Berkeley

 Department of Mathematics

We consider a class of stochastic processes in a potential field. These processes exhibit a phenomenon known as tunneling behavior if the potential field has several global minima. Then, the scaling limit of the process can be regarded as a Markov chain on the set of global minima. We discuss the general theory and some of its applications.

 rezakhan@math.berkeley.edu