Organisers: Rosemary J. Harris and Hugo Touchette
Much effort has focused recently on developing models of stochastic systems that are non-Markovian or show long-range correlations in space or time, or both. The need for such models has come from many different fields, ranging from mathematical finance to biophysics, and from engineering to statistical mechanics.
This workshop will bring together a number of mathematicians and engineers interested in stochastic processes having long-range correlations, with a view to share ideas as to how we can define such correlations mathematically, as well as to how we can devise stochastic processes that go beyond the Markov model.
The meeting is part of the CoSyDy series, a London Mathematical Society Scheme 3 network bringing together UK mathematicians investigating Complex Systems Dynamics.
|12:15-13:05||Buffet lunch and welcome|
|13:10-13:55||Thierry Bodineau, Departement de Mathematiques et Applications, ENS, Paris|
|Long range correlations in non-equilibrium systems|
|14:00-14:25||Robert Jack, Department of Physics, University of Bath|
|Large deviations, glass transitions, and long-ranged correlations|
|14:30-14:55||Robert Concannon, School of Physics & Astronomy, University of Edinburgh|
|A non-Markovian Asymmetric Simple Exclusion Process|
|15:00-15:25||Tea and coffee|
|15:30-16:15||Sergei Fedotov, School of Mathematics, The University of Manchester|
|Long-memory effects in anomalous diffusion with reactions|
|16:20-16:45||Raul Mondragon, Department of Electronic Engineering, Queen Mary, University of London|
|Long-range correlations in queues|
See the full programme with abstracts in attachment.
All are welcome. Registration is not required, but for catering purposes we would appreciate if you could confirm your attendance to the organisers.