Stochastic Properties of Dynamical Systems
Document Type
Lecture
Publication Date
1-30-2014
Abstract
In this talk I discuss recent work on both statistical and probabilistic aspects of dynamical systems. In many scientific settings, one observes data that is believed to be generated by a dynamical system from within a class of model systems, and the statistical problem is to infer the generating system from the data. In recent work with S. Mukherjee, A. Nobel, and N. Pillai, we show that maximum likelihood estimation provides a consistent inference procedure for some classes of systems. In a separate project joint with R. Pavlov, we consider dynamical systems from a probabilistic perspective. In particular, we study random shifts of finite type, which are dynamical systems whose rules of evolution are chosen at random. In this setting, we describe some likely properties of a system chosen at random.
Relational Format
presentation
Recommended Citation
McGoff, Kevin, "Stochastic Properties of Dynamical Systems" (2014). Colloquium. 32.
https://egrove.olemiss.edu/math_colloquium/32
