LTCC Intensive Course. Long term behaviour of Markov processes with graph-based interactions. 12 and 13 June 2023.
The LTCC is offering an Intensive Course on Long term behaviour of Markov processes with graph-based interactions by Dr Vadim Shcherbakov (Royal Holloway University of London) on 12 and 13 June 2023.
COURSE SUMMARY:
In this course we will consider probabilistic models motivated by the physical processes of adsorption-desorption. These models are naturally formulated in terms of interacting Markov chains, mathematically tractable and can be used for modelling collective behaviour in diverse applications. Using these models, we will demonstrate such concepts of the theory of Markov processes as recurrence, transience, reversibility, stationary distribution, and also explain the main idea of the Lyapunov function method, which is widely used to analyze the long term behaviour of Markov processes.
PREREQUISITES:
A university course in applied probability and previous exposure to Markov processes (e.g. birth-and-death process on integers) would be helpful. Knowledge of martingales would be also helpful, but not crucial.
Start: Monday 12 June 2023 from 1pm to 5pm
Finish: Tuesday 13 June 2023 from 9am to 1pm
Venue: UCL, Department of Mathematics, Room 505, 5th Floor,
25 Gordon Street, London WC1H 0AY
Participants are asked to register by emailing: office@ltcc.ac.uk
