Some simple but challenging Markov processes

  • Malrieu F
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Abstract

In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are mathematically rich. Their math-ematical study relies on coupling method, spectral decomposition, PDE technics, functional inequalities. We also relate these simple examples to recent and open problems.

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Malrieu, F. (2016). Some simple but challenging Markov processes. Annales de La Faculté Des Sciences de Toulouse : Mathématiques, 24(4), 857–883. https://doi.org/10.5802/afst.1468

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