Long time behavior of Markov processes and beyond

DOI10.1051/PROC/201551011MaRDI QIDQ2786534zbMATH OpenOpenAlexFDO

Authors Florian Bouguet, Florent Malrieu, Fabien Panloup, Christophe Poquet, Julien Reygner

Publication date 15 February 2016

Published in European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://arxiv.org/abs/1507.05801

zbMATH Keywords

convergence ratescouplingequilibriumfunctional inequalitiesMarkov processespropagation of chaos

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Abstract: This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as propagation of chaos, coupling, functional inequalities, provide a good picture of the classical methods that furnish quantitative rates of convergence to equilibrium.

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Cited in

(6)

• Fluctuations of the empirical measure of freezing Markov chains
• Long time behavior of Markov processes
• scientific article; zbMATH DE number 3934148 (Why is no real title available?)
• Regret bounds for Narendra-Shapiro bandit algorithms
• Applications of Magnus expansions and pseudospectra to Markov processes
• Long-Range Dependence of Markov Chains in Discrete Time on Countable State Space

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