Geometric Structures seminar - Ching-Peng Huang - November 17, 2022 - 2:00 pm (Rome time) - online

[Miruna - Stefana Sorea]

Dear All,

This is a reminder of today's seminar from the series "Geometric Structures".

Speaker: Ching-Peng Huang (Brown University)<https://www.linkedin.com/in/ching-peng-huang-3854211b0/>

Title: Brownian motion under the Bures-Wasserstein geometry

Time: Thursday, November 17th, 2022, 2:00 pm (Rome time)
Venue: online only
on zoom at this link:
https://sissa-it.zoom.us/j/85675591787?pwd=TUo2VXpmcEhOU1paRzBXUWp2MU1odz09
Passcode: geometry

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Abstract: The Bures-Wasserstein geometry of positive definite matrices is closely related to the optimal transport of Gaussian measures and has several applications such as in optimization and physics. We present a detailed formula of the Brownian motion under such geometry, which has an extra mean curvature drift term and is reminiscent of well-studied stochastic processes such as Dyson's Brownian, suggesting broader framework of matrix geometry for these processes. Moreover, we investigate ideas utilizing the mean curvature drift term to design a control system.

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More information can be found here: https://sites.google.com/view/geometric-structures/
Everyone is welcome!

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Miruna-Stefana Sorea
Postdoctoral Researcher
Scuola Internazionale Superiore di Studi Avanzati (SISSA), Trieste, Italy
https://sites.google.com/view/mirunastefanasorea/