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SUMMARY:A heuristic introduction to the applications of Wiener-Hopf factor
 isation in random processes - Helena Stage (University of Manchester)
DTSTART:20191008T130000Z
DTEND:20191008T140000Z
UID:TALK132931@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:Nature abounds with examples of stochastic processes\, from sc
 attering in porous media to fluctuations in neuronal signalling. Moving in
 to a more abstract realm\, we encounter L&eacute\;vy processes in probabil
 istic theory and finance. <br> We will discuss the breadth of examples whi
 ch can be studied under the lens of stochastic processes\, with a focus on
  random walks. Further\, we will illustrate the scope and application of W
 iener-Hopf factorisation to these problems by the calculation of a first p
 assage time quantity in a simplified model.
LOCATION:Seminar Room 2\, Newton Institute
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