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Lecture on "Ergodicity under Non-Additive Probability"
DateandTime: 2018-04-11 20:31:52

Speaker: Zhao Huaizhong, Professor, Department of Mathematical Sciences, Loughborough University, UK

Date: April 12, 2018

Time: 4:00 p.m.

Location: 1238 Lecture Hall, Block B, Zhixin Building, Central Campus

Sponsor: the School of Mathematics


In this talk, the speaker will discuss recent results on the ergodicity of invariant sublinear expectations and invariant capacity. The speaker will introduce the definition of ergodicity, its equivalence with recurrence, the simple eigenvalue of transformation operator and the law of large numbers where the long time empirical mean is constant.


[1] Chunrong Feng and Huaizhong Zhao, Ergodicity on sublinear expectations spaces, ArXiv:1705.03549

[2] Chunrong Feng, Panyu Wu and Huaizhong Zhao, Ergodicity of invariant capacity, Preprint.


Prof. Zhao Huaizhong is currently professor of Mathematics at Loughborough University. His main research interest is stochastic analysis. He published in top journals such as Stochastic Processes and their Applications, Journal of Functional Analysis,Journal of Theoretical Probability,Journal of Differential Equations,SIAM Journal on Numerical Analysis.

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