The next lecture in this series is here.
The purpose of these lectures is to explore martingale methods for the characterization, construction, and analysis of interacting particle systems, including proofs of scaling limit behaviour. The first lecture will focus on the construction of a class of interacting particle systems: a family of coupled birth and death chains. The second lecture will study martingale problems for this model. The third lecture will explore martingale methods for the study of a mean-field voter model.
This video is part of the London Mathematical Society‘s Online Graduate Lecture Series. These are supported by the LMS, and organized by PiNE (Probability in the North East).