COSAM » Events » 2017 » April » Stochastics Seminar

Stochastics Seminar
Time: Apr 13, 2017 (01:00 PM)
Location: Parker Hall 224


Speaker: Olav Kallenberg

Title: Point process entropy and local energy

Abstract: My aim is to highlight some connections between stochastic processes, information theory, and statistical mechanics. After reviewing the classical Shannon--McMillan theorem, I will discuss the difficulties encountered in continuous time and/or state space, and indicate how they can be overcome. Then I will introduce the entropy of a point process, and explain in what sense the Poisson process may be regarded as a process with maximum entropy. If time permits, I may finally introduce the notion of Gibbs kernel, formalizing the notion of external conditioning, and give a precise meaning to the notion of local energy. (My discussion will mostly be elementary, and no special knowledge of physics is required.)


Speaker: Dr. Jerzy Szulga

Title and abstract: TBA

Last updated: 04/13/2017