Patrick Cattiaux (Université de Toulouse)
Title: Long time behaviour of stochastic processes
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