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SUMMARY:Giant leaps and long excursions: fluctuation mechanisms in systems
  with long-range memory - Rob Jack (DAMTP and Chemistry)
DTSTART:20200303T130000Z
DTEND:20200303T140000Z
UID:TALK140512@talks.cam.ac.uk
CONTACT:Professor Mike Cates
DESCRIPTION:We analyse large deviations of time-averaged quantities in sto
 chastic processes with long-range memory\, where the dynamics at time t de
 pends itself on the value q_t of the time-averaged quantity.    First we c
 onsider the elephant random walk and a Gaussian variant of this model\, id
 entifying two mechanisms for unusual fluctuation behaviour\, which differ 
 from the Markovian case.  In particular\, the memory can lead to large dev
 iation principles with reduced speeds\, and to non-analytic rate functions
 .  We then explain how the mechanisms operating in these two models are ge
 neric for memory-dependent dynamics and show other examples including a no
 n-Markovian symmetric exclusion process.  This is joint work with Rosemary
  Harris (Queen Mary\, London)
LOCATION:MR11\, CMS
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