Seminars_raw

A variation principle for general Markov chain

2018-12-13 00:00

Speaker: Mao Yonghua

unit:

Time: 2018-04-27 15:00-15:40

Venue: The Wei Jin Road No. 6 Building 108 campus teaching

starttime: 2018-04-27 15:00-15:40

Profile:


Theme:
A variation principle for general Markov chain
Time:
2018-04-27 15:00-15:40
Venue:
The Wei Jin Road No. 6 Building 108 campus teaching
Speaker:
Mao Yonghua

Abstract

We first recall some Dirichlet principles for Markov processes, especially for non-symmetric diffusion processes and Markov chains.  We will then show how this classical method can work for a (non-symmetric) Markov chain Pon a general state space, and obtain a Dirichlet principle for the solution of the general Poisson equation. The formula depends on the solution of the Poisson equation of P*, the dual Markov chain through an excessive measure. Some comparison theorems are presented.


Contact us

Add:Building 58, The School of Mathematics, Tianjin University Beiyangyuan Campus,

        No. 135, Ya Guan Road, Jinnan District, Tianjin, PRC 

Tel:022-60787827   Mail:math@tju.edu.cn