Probability Seminar: Brendan Brown, UNC-CH
Thursday, February 13th, 2020
UNC Chapel Hill
Exponentially fast convergence of an Inert drift system
The talk will explore an inert drift system, describing the joint motion of a massive particle in fluid as it collides with a Brownian particle. I will describe the different long-time behavior seen in the viscous and inviscid regimes. Such systems give an example of degenerate SDEs that nonetheless converge exponentially fast to stationarity. I will discuss briefly why degeneracy makes applying the standard technique more difficult, touch on some recent efforts to improve on the method, and show how in this case a regenerative structure saves the day. This is joint work with Sayan Banerjee.
Refreshments will be served at 3:45 in the 3rd floor lounge of Hanes Hall