Student Probability Seminar

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Additive functionals of Markov chains

Speaker: Chris Thornett, CIMS

Location: Warren Weaver Hall 201

Date: Thursday, October 10, 2019, 12:15 p.m.

Synopsis:

Asymptotics of sums of random variables is a fundamental area of study in probability theory. When the random variables are IID much is known, but what about when we have a function of a Markov chain? In this talk I will discuss such processes and their asymptotics. In particular, the law of large numbers, central and local limit theorems, and large deviations and tilts will be explored. As an application, we will see how this relates to branching processes with inhomogeneous branching rates.