A heuristic introduction to the applications of Wiener-Hopf factorisation in random processes
56 mins 26 secs,
822.31 MB,
MPEG-4 Video
640x360,
30.0 fps,
44100 Hz,
1.94 Mbits/sec
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About this item
| Description: |
Stage, H
Tuesday 8th October 2019 - 14:00 to 15:00 |
|---|
| 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)
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| 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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