Probabilistic methods in statistical physics for extreme statistics and rare events

Exact time-dependent propagator of discrete random walks in confined lattices in any dimension

speaker: Luca Giuggioli (University of Bristol)

abstract: Development of efficient methods to compute a variety of quantities from first-passage probabilities and number of distinct lattice points visited to encounter times, coverage time, etc., have been hampered by the lack of an analytic representation of a discrete time propagator for random walks in confined lattice. I have resolved this difficulty by deriving the space-time discrete propagator for a random walk in confined domains in any dimension. I will show the derivation and present a few applications of the theory.

timetable:
Tue 18 Sep, 11:30 - 12:15, Aula Dini
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