Thomas Powell: 'Quantitative results for stochastic processes'

Topos Institute Colloquium, 16th of October 2024.
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It is an elementary fact from real analysis that any monotone bounded sequence of real numbers converges. It turns out that the monotone convergence theorem can be given an equivalent finitary formulation: roughly that any sufficiently long monotone bounded sequence experiences long regions where the sequence is metastable. This so-called "finite convergence principle" is carefully motivated and discussed by Terence Tao in a 2007 blog post ('Soft analysis, hard analysis, and the finite convergence principle'), but was already known to proof theorists, where the use of logical methods to both finitize infinitary statements and provide uniform quantitative information for the finitary versions plays a central role in the so-called proof mining program.