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Thursday, February 1, 2024

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4:00pm
Fractional Brownian motion in interacting particle systems [3]
02/01/2024 - 4:00pm

Fractional Brownian motion (fBm) is the unique family of self-similar, one dimensional Gaussian processes, with stationary increments. While these properties make fBm a natural scaling limit, not many processes are known to have fBm as a continuum limit. In this talk we will discuss some models that do have fBM as a continuum limit such as the distribution of square free numbers, the tagged particle in the symmetric exclusion processes, the Hammond-Sheffield Urn, and voter models with long range correlation. This talk is based on the work https://arxiv.org/abs/2311.03662 [4]

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[1] https://calendar.math.yale.edu/calendar/grid/day/2024-01-31 [2] https://calendar.math.yale.edu/calendar/grid/day/2024-02-02 [3] https://calendar.math.yale.edu/event/fractional-brownian-motion-interacting-particle-systems [4] https://arxiv.org/abs/2311.03662 [5] https://calendar.math.yale.edu/print/list/calendar/grid/day/2024-02-01 [6] webcal://calendar.math.yale.edu/calendar/export.ics