Seminario Dottorato: Some applications of potential theory to Markov chains

Wednesday 4 December 2013, h. 14:30, room 2BC30
Alessandra Bianchi (Padova - Dip. Mat.)
"Some applications of potential theory to Markov chains"

The link between potential theory and probability started in the last century with the work of Kakutani concerning the analysis of the Dirichlet problem. Since then, this connection has been explored by many authors and it has found applications in different contexts of probability.
In this talk I will review some of these classical results and focus on applications to Markov chains.

Rif. int. C. Marastoni, T. Vargiolu