Markov functions: reflections and musings

ACO Student Seminar
Friday, October 25, 2013 - 13:05
1 hour (actually 50 minutes)
Skiles 005
ISyE, Georgia Tech
This talk evolves around Markov functions, i.e., when a function of a Markov chain results in another Markov chain. We focus on two examples where this concept yields new results and insights: (1) the evolution of reflected stochastic processes in the study of stochastic networks, and (2) spectral analysis for a special high-dimensional Markov chain.