Probability Seminar

Laurent Saloff CosteCornell University
Doob's transform and finite Markov chains.

Monday, August 27, 2018 - 4:00pm
Malott 406

Abstract: In this seminar, I will explain how the fundamental concept of Doob's transform allow us to reduce some problems regarding absorbing finite Markov chains to problems regarding ergodic finite Markov chains for which many tools are available. The talk will be elementary even though I will explain the relevance of some more sophisticated techniques.