A heuristic introduction to the applications of Wiener-Hopf factorisation in random processes
56 mins 30 secs,
103.36 MB,
MP3
44100 Hz,
249.77 kbits/sec
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Description: |
Stage, H
Tuesday 8th October 2019 - 14:00 to 15:00 |
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Created: | 2019-10-09 10:07 |
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Collection: | Complex analysis: techniques, applications and computations |
Publisher: | Isaac Newton Institute |
Copyright: | Stage, H |
Language: | eng (English) |
Distribution: | World (downloadable) |
Explicit content: | No |
Aspect Ratio: | 16:9 |
Screencast: | No |
Bumper: | UCS Default |
Trailer: | UCS Default |
Abstract: | Nature abounds with examples of stochastic processes, from scattering in porous media to fluctuations in neuronal signalling. Moving into a more abstract realm, we encounter Lévy processes in probabilistic theory and finance. We will discuss the breadth of examples which can be studied under the lens of stochastic processes, with a focus on random walks. Further, we will illustrate the scope and application of Wiener-Hopf factorisation to these problems by the calculation of a first passage time quantity in a simplified model. |
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MPEG-4 Video | 640x360 | 1.94 Mbits/sec | 822.31 MB | View | Download | |
WebM | 640x360 | 653.35 kbits/sec | 270.13 MB | View | Download | |
iPod Video | 480x270 | 522.14 kbits/sec | 215.82 MB | View | Download | |
MP3 * | 44100 Hz | 249.77 kbits/sec | 103.36 MB | Listen | Download | |
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