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SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA
DIPARTIMENTO DI MATEMATICA "G. PEANO"
UNIVERSITÀ DEGLI STUDI DI TORINO
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Giovedì 5 Dicembre 2019 alle ore 14:00 nell'aula Magna del Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10,

Il Prof. Pierre Patie (Cornell University, Ithaca, NY, USA)

terrà un seminario dal titolo

Completely monotone intertwining relations

Abstract:

In this talk, we introduce the concept of completely monotone intertwining relations as a strengthening of usual intertwining relations between Markov semi-groups. We proceed by providing some  interesting applications of this new idea which includes the characterization of ergodic constants and hypercontractivity estimates for non-self-adjoint semigroups.  We illustrate these results by presenting  several examples that have emerged from the recent literature: discrete-to-continuous interacting particle models, degenerate hypoelliptic Ornstein-Uhlenbeck processes, and  diffusion-to-jump  Jacobi processes.  This talk is based on a joint a work with L. Miclo (IMT Toulouse).

Tutti gli interessati sono invitati a partecipare.