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Seminar

Stability of functionals of Markov chains and of stochastic recursions April 17, 2012 (02:00 PM PDT - 03:00 PM PDT)
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Location: MSRI: Simons Auditorium
Speaker(s) Sergey Foss
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I will discuss an aprroach 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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