Stochastic Analysis Seminar

Last Seminar of Semester

Title: Some weak and strong ergodic theorems for random particle systems

Abstract: Ergodic theorems play a fundamental role in the study of stochastic processes and their applications, especially to statistical mechanics. After reviewing some basic classical results, I will consider smoothing limits of random measures, which in turn can be used to derive Poisson limit theorems for infinite particle systems. Much of this material is previously known, but some of the central results I obtained myself during the past Thanksgiving holidays. (The breaks and holidays give the best opportunity for concentrated efforts on hard problems.) This will all be included as part of my new book on Random Measures, currently under preparation.