学术报告
赵怀忠教授:Ergodicity of non-stationary stochastic processes

 

Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:

赵怀忠教授, 杜伦大学

Inviter:  
Title:
Ergodicity of non-stationary stochastic processes
Language: Chinese
Time & Venue:
2023.04.07 10:00-11:00 南楼N613
Abstract:

I will discuss the ergodicity of two kinds of non-stationary processes: random periodic processes and random quasi-periodic processes. I will describe periodic measures, quasi-periodic measures and the way to lift them on cylinders, then to construct invariant measures. I will discuss their ergodicity, while they are certainly not mixing. I will also present results on the existence of periodic measures and quasi-periodic measures and more generally entrance measures for a wide class of stochastic differential equations, which could be degenerate and possibly expanding. If time permits, I will mention ergodicity on sublinear expectation spaces.