Séminaire de Probabilités commun ICJ/UMPA

Variational methods for Markov chains 2/3

par Milton Jara (IMPA)

Europe/Paris
Fokko du Cloux (ICJ)

Fokko du Cloux

ICJ

Description

We will review variational inequalities for general Markov chains that are used in Quantitative Hydrodynamics. These inequalities are of general interest, and we will not explicitly speak about Hydrodynamics. Time permitting, we will discuss an application in mixing times.