UMR 5582 - Laboratoire de mathématiques
Published on UMR 5582 - Laboratoire de mathématiques (https://www-fourier.univ-grenoble-alpes.fr)

Accueil > Anis Moumeni

Anis Moumeni [1]

Merging for time-inhomogeneous Markov chains via Poincaré inequality
Mardi, 7 Mai, 2024 - 14:00 à 15:00
Résumé : 

We study time-inhomogeneous Markov chains to obtain quantitative results on their asymptotic behavior. We use Poincaré inequalities. We assume that our Markov chain admits a finite invariant measure at each time and that the sequence of these invariant measures is non-decreasing. We deduce quantitative bounds on the merging time of the distributions for the chain started at two arbitrary points and we illustrate this new result with examples.

Institution de l'oratrice / orateur: 
I2M
Thème de recherche : 
Probabilités
Salle : 
4

Source URL: https://www-fourier.univ-grenoble-alpes.fr/?q=fr/content/anis-moumeni

Liens
[1] https://www-fourier.univ-grenoble-alpes.fr/?q=fr/content/anis-moumeni