UM Math Graduate Students Seminar

Jorge Cardona
University of Miami

will present

On Markov Chains

Friday, September 26, 2014, 2:30pm
Ungar Building Room 402


We will discuss first time homogeneous Markov chains on a finite state space and the existence of invariant distributions given an ergodic transition matrix and we will connect this result with the Perron-Frobenius theorem. We will then move to the general case of a Markov Chain and discuss briefly the Doeblin and Strong Doeblin conditions to get an invariant measure and a representation of the state space on ergodic components and a transient set.

Back to the seminar's page