Miha Brešar: Subexponential lower bounds for ergodic Markov processes

Datum objave: 18. 12. 2023
Seminar za verjetnost, statistiko in finančno matematiko
četrtek
21
december
Ura:
14.15
Lokacija:
Predavalnica 2.04 na FMF, Jadranska 21, Ljubljana.
ID: 954 9228 5750

V četrtek, 21. 12. 2023, ob 14:15 bo v predavalnici 2.04 v okviru seminarja VeSFiM potekalo predavanja Mihe Brešarja (U. of Warwick) z naslovom: Subexponential lower bounds for ergodic Markov processes.

Povzetek: We discuss a novel criterion for establishing lower bounds on the rate of convergence towards the invariant distribution of a continuous Markov process. Our approach centers around identifying certain super/submartingale properties of functionals of the Markov process. This contribution complements the existing literature on the Lyapunov function approach to the stability of Markov processes, which primarily focuses on upper bounds. We apply these results to classical models in stochastic stability theory and show asymptotic optimality of our results. This is joint work with A. Mijatović.

Predavanje bo potekalo v živo, bo pa omogočen tudi prenos prek interneta. Povezava na videokonferenčni sistem ZOOM: https://uni-lj-si.zoom.us/j/95492285750 ID: 954 9228 5750

Vljudno vabljeni!