Playlist - Foster–Lyapunov methods for Markov chains

We will start the course by presenting various results using the semimartingale approach for Markov chains. These results include Foster–Lyapunov criteria by which a suitable Lyapunov function can determine whether a process is transient or recurrent. We will then move on to some applications on these methods, including to some random walks on strips and some interacting particles systems, such as voter models.

We will start the course by presenting various results using the semimartingale approach for Markov chains. These results include Foster–Lyapunov criteria by which a suitable Lyapunov function can determine whether a process is transient or recurrent. We will then move on to some applications on these methods, including to some random walks on strips and some interacting particles systems, such as voter models.

We will start the course by presenting various results using the semimartingale approach for Markov chains. These results include Foster–Lyapunov criteria by which a suitable Lyapunov function can determine whether a process is transient or recurrent. We will then move on to some applications on these methods, including to some random walks on strips and some interacting particles systems, such as voter models.