Picture of Egor Pifagorov
René Schilling (TU Dresden) “Couplings: from Poisson Approximation to Dirichlet Problems“
by Egor Pifagorov - Thursday, 16 May 2019, 03:13 PM

Лаборатория Чебышева, аудитория 105 (14-я линия В. О., 29)
чт. 23 мая 17:15

René Schilling (TU Dresden)

Couplings: from Poisson Approximation to Dirichlet Problems

We give an introduction to coupling methods and illustrate its power
proving the "Law of Small Numbers". Then we apply coupling to simple
random walks in Z^d in order to characterize and to solve Dirichlet boundary problems for the discrete Laplacian.