Plücker Lecture 2015

Prof. Dr. Balint Toth,
University of Bristol and University of Budapest

Title: Diffusivity of Random Walks with Long Memory, Part One

Date: November 5, 17:00 to 18:00 PM.

Coffee will be served before the lecture.

The BIGS party will take place after the lecture!

Title: Diffusivity of Random Walks with Long Memory, Part Two

Date: November 6, 16:00 to 17:00.
Coffee and cake will be served before the lecture.

Venue: Lipschitz-Room, Endenicher Allee 60

Abstract:

I will survey results about the scaling behaviour of random walks and diffusions with long memory due to some physically natural interactions, like local drifting due to random environment or path-wise self-interactions. I will start my lectures by presenting some motivating examples.  Then, during the first lecture I will present some technical tools like variational bounds and martingale approximations. In the second lecture I will return to the concrete examples, proving diffusive or super-diffusive asymptotics for various physically reasonable models of random motion. Regarding techniques: a mixture of probabilistic and (functional) analytic ideas will be explored. The lectures will be accessible for the general mathematically educated audience.