COLMEA - coloquio interinstitucional - 26 de março - no IMPA

["Maria Eulalia Vares" <eulalia@im.ufrj.br>]

Prezados colegas, 

O colóquio interinstitucional "Modelos Estocásticos e Aplicações" (COLMEA) 
terá seu primeiro encontro deste ano no próximo dia 26 de março, quarta-feira,
no IMPA.

PROGRAMA: 


14:00 - 15:20: Thomas Mountford (EPFL - Lausanne) 
"Dynamic random walks with contact process environment"


15:40 - 17:00: Roberto Imbuzeiro de Oliveira (IMPA)
"Looking at the past as little as possible"

17:00: Discussão e lanche


Local: Auditório 3 - IMPA
Estrada Dona Castorina, 110
Jardim Botânico


http://www.im.ufrj.br/~coloquiomea/cartaz/2014_03.pdf

Informaçôes mais completas sobre os colóquios anteriores podem 
ser encontradas em:

http://www.im.ufrj.br/~coloquiomea/

Todos são muito bem vindos. Agradecemos também pela divulgação. 

Atenciosamente,

o comitê organizador:  Augusto Q. Teixeira (IMPA), Evaldo M.F. Curado (CBPF),
Maria Eulalia Vares (UFRJ), Mariane Branco Alves (UFRJ), Patrícia Gonçalves
(PUC-Rio), Stefan Zohren (PUC-Rio), Valentin Sisko (UFF)



===========

Resumos das palestras: 


Dynamic random walks with contact process environment
Thomas Mountford (EPFL - Lausanne)

We discuss joint work with M. E. Vares concerning a "random walk" on Z whose
jump rates depend on an underlying contact process in (supercritical) upper
equilibrium. We show an invariance principle, though without finding an i.i.d.
regenerative structure. 

Looking at the past as little as possible
Roberto Imbuzeiro de Oliveira (IMPA)

A typical stochastic process has infinite memory in the sense that its
conditional distribution at time 0 depends on the whole infinite past. In this
talk we consider a class of processes, in discrete time and space, where this
distribution can be approximated arbitrarily well by looking at finite
portions of the past. These processes are represented by "mixtures of context
trees," and coincide with processes with almost surely continuous transition
probabilities. As such, they generalize well-known classes of processes in the
literature, such as finite-order Markov chains, context tree processes and
regular g measures.

We prove the existence and uniqueness of a minimal representation for such
processes, which (in some technical sense) looks at the past as little as
possible. This minimality property will be shown to have important
consequences. In particular, an estimator for the transition probabilities
based on this representation will be shown to have good statistical
properties, such as nearly optimal performance for discrete-time renewal
processes. 


--
Maria Eulalia Vares
Departamento de Métodos Estatísticos
Instituto de Matemática - UFRJ
http://www.im.ufrj.br/~eulalia