Modul:   MAT971  Stochastische Prozesse

General criteria for the study of quasi-stationarity

Vortrag von Prof. Dr. Denis Villemonais

Sprecher eingeladen von: Prof. Dr. Jean Bertoin

Datum: 27.03.19  Zeit: 17.15 - 19.00  Raum: Y27H12

In this work in collaboration with Nicolas Champagnat (IECL, Nancy France), we provide a new set of criteria for proving the existence of quasi-stationary distributions for absorbed Markov processes typically evolving in non-compact spaces. The talk will go through the definition and basic properties of quasi-stationary distributions, the presentation of the above mention criteria and applications to perturbed dynamical systems, diffusion processes, measured valued Pólya processes (a collaboration with Cécile Mailler, Univeristy of Bath UK) and branching processes.