Patrick Cattiaux (Université de Toulouse)

Title:  Long time behaviour of stochastic processes

Abstract:

We will present various approaches to study the longtime behaviour of Markov processes (Markov chains, diffusions): spectral theory, functional inequalities, Lyapunov functionals. We will make some links with various subjects covered in other lectures: quasi-stationary distributions, metstable behaviours and simulated annealing.

Notes de cours