Conditioned random walks: Part II
Conditioned random walks: Part II
- Event time: 11:30am until 12:30pm
- Event date: 30th May 2018
- Speaker: Professor Richard Blythe (School of Physics & Astronomy, University of Edinburgh)
- Location: Room 2511, James Clerk Maxwell Building (JCMB) James Clerk Maxwell Building Peter Guthrie Tait Road Edinburgh EH9 3FD GB
Event details
I will continue my discussion of the problem of conditioning a random walk on both its initial and final position. I will remind us of the main results obtained so far, and focus in this talk on the problem of identifying a stochastic differential equation that generates paths from the conditioned ensemble with the correct probability (an application of “Doob conditioning”). I will also discuss the distinction between average paths and optimal paths, which typically are not the same. Finally, if time permits, I will sketch out what I have established so far for the case of a neutral model of evolution (the Wright-Fisher and related models) in this context.
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