*Stability of functionals of Markov chains and of stochastic recursions*

Sergey Foss
Professor
School of Mathematical & Computer Sciences; Actuarial Mathematics and Statistics
Heriot-Watt University, Edinburgh, UK
SL Sobolev Institute of Mathematics, Novosibirsk, Russia

Wednesday, April 11
4:30 - 5:30 PM
Y2E2 101


Abstract:

I will discuss an approach to the stability study of discrete-time stochastic recursions (including Markov chains) which unifies the now-classical Harris ergodicity and more recent ideas (in contact processes, Markov chains with long memory, infinite bin models, "excited" random walks etc.) which involve conditioning on a finite or infinite past and on a finite or infinite future.





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