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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations principle for weighted means of a recursive numerical method for ergodic SDEs
遍历 SDE递归 数值方法 加权均值 大偏差原理
2023/2/2
For ergodic SDEs, their ergodic limits are usually approximated by the suitable means of numerical methods. To reveal the numerical asymptotic behavior, we study the large deviations principle (LDP) f...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：On the Derrida-Retaux recursive model
Derrida-Retaux 递归模型 递归论
2022/11/10
In order to study the depinning transition in presence of strong disorder, Derrida and Retaux (J. Stat. Phys. (2014)) introduced a discrete-time max-type recursive model. It is believed that for a lar...