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SUMMARY:Yaglom limits can depend on the starting state
DTSTART:20150311T111500
DTEND:20150311T121500
DTSTAMP:20260510T082023Z
UID:acf6fc7f4bb8961d549d4e08b418e48671824abffdef9e828f22d799
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. David McDonald\, U. of Ottawa\nWhen Keynes said\, "in th
 e long run we are all dead" he meant a transient description of a stochast
 ic process is often more useful than a steady state analysis. For a Markov
  process with absorption it is clearly of interest to predict the state of
  the system at time n given it is still alive at time n. For an irreducibl
 e Markov kernel K on a finite state space S\, it follows from the Perron-F
 robenius theorem that\, conditioned on being alive at time n\, the distrib
 ution of the system tends to the Yaglom limit\, the positive unit-norm rig
 ht-eigenvector of K. In contrast\, for countable state spaces a Yaglom lim
 it may exist but it can depend on the initial state.
LOCATION:BC 229 https://plan.epfl.ch/?room==BC%20229
STATUS:CONFIRMED
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