Mini-course on Entropy Methods in Particle Systems
Milton Jara, IMPA

The goal of this course is to present the Relative-Entropy Method of Yau in the context of general continuous time Markov chains, as well as recent advances obtained in collaboration with Otávio Menezes (IST Lisbon). The course targets students at the master or PhD level, but can also be suitable for advanced undergraduate students in mathematics. The only requirement is to be acquainted with the equivalent of an introductory course on Markov chains.

Organizer: Patrícia Gonçalves.

Schedule
Mon, 13 Nov 2017Tue, 14 Nov 2017Wed, 15 Nov 2017Thu, 16 Nov 2017

09:00 — 10:30

Milton Jara
IMPA, Rio de Janeiro, Brasil
Yau’s method and hydrodynamic limits

13:30 — 15:00

Milton Jara
IMPA, Rio de Janeiro, Brasil
Continuous time Markov chains.

Milton Jara
IMPA, Rio de Janeiro, Brasil
Entropy inequality.

14:00 — 15:30

Milton Jara
IMPA, Rio de Janeiro, Brasil
Menezes’s inequality and fluctuations

15:30 — 17:00

Milton Jara
IMPA, Rio de Janeiro, Brasil
Feynmann-Kac’s formula and variational methods.

17:00 — 18:30

Milton Jara
IMPA, Rio de Janeiro, Brasil
Particle Systems