Stochastic Stability of Markov Models (3/3)
- Date
- Jul 23, 2015
- Time
- 1:00 PM - 2:30 PM
- Speaker
- Dr. Nikola Sandric
- Affiliation
- TU Dresden, Institut für Mathematische Stochastik
- Language
- en
- Main Topic
- Mathematik
- Other Topics
- Mathematik
- Host
- Prof. Dr. R. Schilling / Dipl.-Math. Julian Hollender
- Description
- 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
Last modified: Apr 16, 2015, 4:26:19 PM
Location
TUD Willers-Bau (WIL A 124)Zellescher Weg12-1401069Dresden
- Homepage
- https://navigator.tu-dresden.de/etplan/wil/00
Organizer
TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
- Phone
- 49-351-463 33376
- Homepage
- http://tu-dresden.de/mathematik
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