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比利时vs摩洛哥足彩 ,
university of california san diego

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math 288 - probability and statistics seminar

firas rassoul-agha

university of utah

on the almost-sure invariance principle for random walk in random environment

abstract:

\indent consider a crystal formed of two types of atoms placed at the nodes of the integer lattice. the type of each atom is chosen at random, but the crystal is statistically shift-invariant. consider next an electron hopping from atom to atom. this electron performs a random walk on the integer lattice with randomly chosen transition probabilities (since the configuration seen by the electron is different at each lattice site). this process is highly non-markovian, due to the interaction between the walk and the environment. we will present a martingale approach to proving the invariance principle (i.e. gaussian fluctuations from the mean) for (irreversible) markov chains and show how this can be transferred to a result for the above process (called random walk in random environment). this is joint work with timo seppalainen.

host: jason schweinsberg

february 26, 2009

9:00 am

ap&m 6402

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