Probability and Statistical Mechanics in Information Science

course: Scaling limits: from unstable random walks to nonclassical Brownian motions.

speaker: Boris Tsirelson (Tel Aviv University)

abstract: The informal idea of "scaling limit" manifests itself in growing number of meaningful examples. It may be formalized by defining "coarse probability space" and its "refinement". Especially, random walks converge to Brownian motions on various groups and semigroups. In contrast to the classical theory, such walks may be unstable. Replacing a small fraction of random "moves" may change the result dramatically.

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