Speaker
Mrs
Pelerine Tsobgni Pelerine
(University of Stellenbosch)
Description
I will present in this talk my research on how fluctuations arise in nonequilibrium systems modeled by Markov processes and how to construct effective dynamics associated with these fluctuations.
To discuss this, I will present two simple stochastic models:
• A particle on a ring, evolving with a driving force and the potential under the influence of a stochastic force. For this model I will look at the current fluctuations observable.
• A stock market, modeled as geometric Brownian motion, where I will study the fluctuations of the occupation, corresponding to prices fluctuation.
Would you like to <br> submit a short paper <br> for the Conference <br> Proceedings (Yes / No)?
No
Level for award<br> (Hons, MSc, <br> PhD, N/A)?
PhD
Main supervisor (name and email)<br>and his / her institution
htouchette@sun.ac.za
National Institute for Theoretical Physics (NITheP)
Apply to be<br> considered for a student <br> award (Yes / No)?
yes
Primary author
Mrs
Pelerine Tsobgni Pelerine
(University of Stellenbosch)
Co-author
Dr
Hugo Touchette
(National Institute for Theoretical Physics, University of Stellenbosch)
