[Todos CMAT] Seminario de Probabilidad y Estadística - Inés Armendáriz (Universidad de Buenos Aires, Argentina)

[seminarios en cmat.edu.uy]

Seminario de Probabilidad y Estadística
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Título: "Soliton decomposition of a Brownian path"

Expositor: Inés Armendáriz (Universidad de Buenos Aires, Argentina)

Resumen:
 
The   Box Ball System, or   BBS for short, was introduced by Takahashi and
Satsuma in 1990 as a cellular automaton that exhibits solitons (travelling
waves). In a recent work, Ferrari, Nguyen, Rolla and Wang propose a hierarchical
decomposition of a fixed configuration of the BBS in solitons, called the slot
decomposition, and Ferrari and Gabrielli identified the distribution of this
decomposition for a random walk with negative drift.   In this project we extend
these results to a Brownian motion with negative drift. We consider the
excursions over past minima of the trajectory, and show that they can be
decomposed as a superposition of solitons. These are distributed as a Poisson
process in the first quadrant of the plane, with an intensity that is
homogeneous in the abscissa (associated to the location of the solitons) but not
in the ordinate (denoting the size of the solitons).    Ongoing work with Pablo
Blanc, Pablo Ferrari and Davide Gabrielli
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Viernes 2/6 a las 10:30, Facultad de Ciencias Económicas y Administración (entrada por Lauro Muller).

Contacto: Alejandro Cholaquidis - acholaquidis en hotmail.com
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Link:

https://salavirtual-
udelar.zoom.us/j/88544669179?pwd=UlBHdWRWdEZVMGw0akpPeEd0VWJzZz09

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Canal de youtube: https://www.youtube.com/channel/UCOPZEOrLSAYPz2qCAL-KqMg/about
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