PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Stephanie Zerby.

Title:Long-term behavior of Markov processes and applications to actuarial sciences
Seminar:Job Candidate Talk
Speaker:Achim Wuebker
We investigate the long-term behavior of Markov processes. General spectral gap conditions are derived for time discrete Markov chains in terms of isoperimetric constants. Moreover, we analyze the Brownian Motion with Jump Boundary process as well as the Fiber Lay-down process by analytic and probabilistic techniques. Finally, we introduce a Fleming-Viot interaction particle process and discuss a related model with applications to survival analysis.

Room Reservation Information

Room Number:MB114
Date:02 / 04 / 2013
Time:10:45am - 11:45am