Fall 2014

Some Probabilistic Uses of Dirichlet Eigenvectors

Tuesday, October 28th, 2014 9:30 am10:15 am

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Calvin Lab Auditorium

The usual analysis of random walk on graphs uses the usual eigenvectors (and eigenvalues). For absorbing Markov chains a different theory is available. In joint work with Laurent Miclo we have begun studying rates of convergence to quasi-stationarity. We have lots of examples and the start of a general theory, associating an ergodic chain to an absorbing chain in such a way that rates are comparable. There is lots to be done.