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|
|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
|Date:||02 / 04 / 2013|
|Time:||10:45am - 11:45am|