Stochastic Stability of Markov Models (1/3)

Datum

09.07.2015

Zeit

13:00 - 14:30

Sprecher

Dr. Nikola Sandric

Zugehörigkeit

TU Dresden, Institut für Mathematische Stochastik

Sprache

en

Hauptthema

Mathematik

Andere Themen

Mathematik

Host

Prof. Dr. R. Schilling / Dipl.-Math. Julian Hollender

Beschreibung

The class of Markov models is one of the central objects in the theory of stochastic processes. These processes have strong connection with other areas of mathematics (e.g. harmonic analysis, PDEs, graph theory, geometry, etc.) and they are also used to model many phenomena appearing in nature and engineering (e.g. the classical model of enzyme activity, population processes, automatic speech recognition systems, information processing, etc.). In my three lectures I aim to provide an overview of the theory of Markov models with an emphasis on their (stochastic) stability properties (transience, recurrence and ergodicity).

Links

• Graduate Lectures in Mathematics

Letztmalig verändert: 16.04.2015, 16:26:43