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Jim Nolen : Normal approximation for a random resistor network
I will describe a central limit theorem for the rate of energy dissipation in a random network of resistors. In the continuum setting the model is an elliptic PDE with random conductivity coefficient. In the large network limit, homogenization occurs and the random dissipation rate can be approximated well by a normal random variable having the same mean and variance. I'll give error estimates for this approximation in total variation norm which have optimal scaling. The analysis is based on Stein's method and a recent result of Sourav Chatterjee.
- Category: Probability
- Duration: 01:44:53
- Date: September 15, 2011 at 4:10 PM
- Views: 106
- Tags: seminar, Probability Seminar
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