BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

Thermodynamic formalism, functional inequalities and model-form UQ for stochastic processes. Rey-Bellet, Luc


How do you ascertain the uncertainty associated with your favorite (ergodic) Markov process Suppose for example you are interested in computing steady-state expectations of some observable for the process. If think of this process as an idealized (or approximate) version of the true, but unknown, process, can we obtain performance guarantees on the steady state expectation for the true system To do this we will investigate what are the good measures of "distance" between stochastic process and we will use (old and) new information and concentration inequalities to obtain such performance guarantees. We will illustrate our result with molecular dynamics models.

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