100, rue des maths 38610 Gières / GPS : 45.193055, 5.772076 / Directeur : Louis Funar

Anis Moumeni

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'orateur : 
Thème de recherche : 
Salle : 
logo uga logo cnrs