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Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:

李骥 教授,华中理工大学

Inviter: 董昭 研究员
Title:
Elememtary short course on Freidlin Wentzell theory
Time & Venue:
2020.01.13-15 9:30、14:00 N518
Abstract:

The Freidlin Wentzell theory plays an important role in understanding the asymptotical distribution of invariant measure. The theory is well developed in their seminal book 'random perturbation of dynamical systems', based on the Large Deviation Principle. However, the large deviation theory itself is relatively not well explained in the book. I will try to outline all the main theorems of the large deviation in order to give a rigorous proof of the main theory of Freidlin-Wentzell. After this, I shall try to explain how the FW theory is applied to understand the related invariant measure. (around 15 hours of presentation + free discussion).

 

 

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