Institute of Information Theory and Automation

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Dept.: SI Duration: 2020 - 2022
In interacting stochastic models, simple rules on the local level can give rise to complex behaviour on large scales. A natural way to study this phenomenon is through scaling limits and examination of the corresponding asymptomatic behaviour. Sometimes, randomness is present even at the macroscopic level, motivating the study of random continuum models. In other cases, the fluctuations live on a...
Dept.: SI Duration: 2012 - 2015
The project is devoted to the study of threshold phenomena: the abrupt and dramatic change in the properties of a stochastic system once a characteristic parameter passes a threshold value. General principles and various forms of threshold phenomena in large stochastic systems are analyzed. A number of concrete problems and conjectures is addressed concerning, in particular, gradient models...