当前位置: 首页 > 科学研究 > 学术交流 >
学术交流

A variation principle for general Markov chain

2018-12-13 09:41    

报告人:毛永华 【北京师范大学】

时   间:2018-04-27 15:00-15:40

地   点:天津大学6号楼108教室


报告人简介

北京师范大学教授

报告内容介绍

We first recall some Dirichlet principles for Markov processes, especially for non-symmetric diffusion processes and Markov chains.  We will then show how this classical method can work for a (non-symmetric) Markov chain Pon a general state space, and obtain a Dirichlet principle for the solution of the general Poisson equation. The formula depends on the solution of the Poisson equation of P*, the dual Markov chain through an excessive measure. Some comparison theorems are presented.

联系我们

地址:天津市海河教育园区雅观路135号32号教学楼,300350
邮箱:maths@tju.edu.cn
电话:+86 (0)22 27402850
传真:+86 (0)22 27402850

Copyright@2017 天津大学数学学院 版权所有

扫码关注学院最新动态