Martedi 1 Aprile, alle ore 14:30 in aula 311 del Dipartimento di Matematica e Fisica dell'Universita' di Roma Tre, il Prof. Pablo Ferrari (Buenos Aires) terra' un seminario su:
"Yaglom limits via Holley inequality"
Abstract: We consider Markov chains on a countable partially ordered state space with an absorbing state. Assume that the absorbed chain has a quasi stationary distribution. We give sufficient conditions on the transition probabilities to guarantee that the law of the chain at time n conditioned to non absorption is monotone non decreasing in n. As a consequence the Yaglom limit (the limit of the conditioned chain starting from a minimal state, as n goes to infinity) converges to a quasi stationary distribution; the limit is minimal for the stochastic order of measues. The approach uses a dynamics on the space of trajectories and Holley inequality. Joint work with Leonardo Rolla.