id=1207
Program
Diffusion of Lorentz gases with flat points
Student No.:100
Time:Fri 16:30-17:30, Dec 14
Instructor:张宏坤 Zhang Honhkun  
Place:Lecture hall, Jin Chun Yuan West Bldg.
Starting Date:2018-12-14
Ending Date:2018-12-14

Abstract:
We investigate the diffusion properties of stochastic processed generated by various hyperbolic dynamical systems. This include modifications of billiards with cusps, dispersing billiards on a torus with infinite horizon, etc. The decay rates of correlations are proven to depend on the degree of the flat points, which varies from 1/n^a, for a>0. The stochastic processes generated by these systems experience different behaviors varying from normal diffusion, super-diffusion, or Levy stable diffusion.


About speaker:
Professor Hong-Kun Zhang is an expert in Statistical Properties of Hyperbolic Dynamical Systems including chaotic billiards. One major trend of Modern Dynamical Systems is to investigate the stochastic properties for random processes generated by chaotic dynamical systems, including the decay rates of correlations, Central Limit Theory and other probability limiting theorems. Her research field also extends to general stochastic processes and probability theory, with applications in financial mathematics using SDE and statistics, risk management using Extreme Value Theory, networks using stochastic analysis, and other fields generating time series using statistical methods.



报告人简介:
张宏坤教授的主要研究领域为双曲动力系统。现代双曲动力系统的主要趋势之一是研究混沌动力系统产生随机过程的相关属性,包括相关衰减率、中心极限理论和其他概率极限定理。张教授的研究领域也扩展到一般的随机过程和概率论,应用范围包括在金融数学中采用SDE和统计学、风险管理中使用极值理论、网络方面使用随机分析以及其他领域使用统计方法生成时间序列等。