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DTSTART:20180325T030000
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DTSTAMP:20190423T222720Z
UID:1528302600@ist.ac.at
DTSTART:20180606T183000
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DESCRIPTION:Speaker: Martin Hairer\nAbstract: IST Austria and the Austrian
Academy of Sciences have initiated a joint lecture series aiming to bring
to Austria speakers of the highest international standing active in fiel
ds that are of mutual interest toboth institutions and to a wider public.T
he lecture series will be continued by Martin Hairer\, Chair in Probabilit
y and Stochastic Analysis at the Imperial College London. He is a fellow o
f the Royal Society and a member of the Austrian Academy of Sciences\, the
German National Academy of Sciences Leopoldina and of the Berlin-Brandenb
urg Academy of Sciences and Humanities. In 2014\, he received the Fields m
edal\, “for his outstanding contributions to the theory of stochastic pa
rtial differential equations\, and in particular for the creation of a the
ory of regularity structures for such equations”.The lecture will focus
on one fascinating aspect of probability theory: the universal aspect of t
he objects it allows us to construct. The most well-known example of this
phenomenon is the central limit theorem. For a very large class of collect
ions of random variables\, additive functionals that only depend weakly on
any one element of the collection exhibit Gaussian behaviour in the limit
. When taking time evolution into account\, it turns out that in certain
“cross-over regimes” the large-scale behaviour of a number of stochast
ic systems can formally be described by an ill-posed stochastic partial di
fferential equation.The talk will conclude with a Q&A followed by a recept
ion.IST Austria offers a shuttle bus from Campus to Stubenring 1 (short wa
lk to Dr. Ignaz Seipel-Platz 2) and back to Campus after the Lecture.>Plea
se register for the event (https://www.oeaw.ac.at/anmeldung/oeaw-ista-lect
ure/)>Registration shuttle bus IST - Vienna - IST (https://ist.ac.at/mart
in-hairer)
LOCATION:Austrian Academy of Sciences\, Dr. Ignaz Seipel-Platz 2\, 1010 Vie
nna \, IST Austria
ORGANIZER:
SUMMARY:ÖAW - IST Lecture by Martin Hairer
URL:https://talks-calendar.app.ist.ac.at/events/1008
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