Some simple but challenging Markov processes
Probability
2014-12-24 v1
Abstract
In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are mathematically rich. Their math-ematical study relies on coupling method, spectral decomposition, PDE technics, functional inequalities. We also relate these simple examples to recent and open problems.
Cite
@article{arxiv.1412.7516,
title = {Some simple but challenging Markov processes},
author = {Florent Malrieu},
journal= {arXiv preprint arXiv:1412.7516},
year = {2014}
}