Seminars
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
Calendar
Search
Add a seminar

RSS
Forthcoming seminars




Principle Seminar of the Department of Probability Theory, Moscow State University
April 8, 2015, Moscow, MSU, auditorium 12-24
 


The spectral method and Markov chains with an arbitrary phase space

S. V. Nagaev

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Number of views:
This page:206

Abstract: The modification of the spectral method is elaborated, which is appropriate for proving limit theorems for the general Markov chains in a sense of ergodic properties. The essence of this method consists in applying to Markov chains the spectral theory of Banach algebras. The first version of the spectral method was suggested by the author of the present talk in 1957. Since then this method was used in many papers of different authors. However, until the present time the application of the spectral method was restricted to the uniformly ergodic Markov chains, i.e. the chains for which the rate of convergence to the stationary distribution does not depend on an initial state. However, many of Markov chains which are used in applications, in particular denumerable Markov chains, are not uniformly ergodic. The progress is achieved owing to hitherto unknown representation of a resolvent operator in a functional space.
 
  Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024