10月2日概率统计系列讲座：
报告题目：【Asymptotic Behavior for Multiscale Stochastic Systems： Averaging Principle and Normal Deviation】
时间：2020年10月2日 (星期五)下午16:00
地点：腾讯会议（会议ID：978 611 814）
主讲：江苏师范大学教授，解龙杰
主办：数学与信息学院
参加对象：统计系老师与学生
报告摘要：We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with singular coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle of functional law of large numbers type are established. Then we consider the small fluctuations of the system around its average. Nine cases of functional central limit type theorems are obtained. In particular, even though the averaged equation for the original system is the same, the corresponding homogenization limit for the normal deviation can be quite different due to the difference in the interactions between the fast scales and the deviation scales. We provide qutie intuitive explanations for each case. Furthermore, sharp rates both for the strong convergences and the functional central limit theorems are obtained, and these convergences are shown to rely only on the regularity of the coefficients of the system with respect to the slow variable, and do not depend on their regularity with respect to the fast variable, which coincide with the intuition since in the limit equations the fast component has been totally averaged or homogenized out. This is based on a joint work with Michael Roeckner.
