Колоквиум на ФМИ, 23 юни 2016

На 23 юни 2016 г. от 17:00 часа в Заседателната зала на ФМИ ще се проведе поредната сбирка на Колоквиума на ФМИ.
Проф. Исак Сонин от Университета в Шарлот, Северна Каролина, САЩ, ще изнесе доклад на тема:

По-малко известни глави от теорията на веригите на Марков

Кратко резюме на доклада:

Isaac M Sonin, Dept. of Mathematics & Statistics, Univ.. of North Carolina at CharlotteNC, USA
Title: Less known Chapters in the theory of Markov Chains
Abstract: In the first part of our talk we will discuss the general concept of independence and formulate some open problems. The main part of the talk is devoted to finite Markov Chains (MCs) which remain one of the most popular models in applied probability. We will discuss the concept of Censored MCs, the state reduction approach, and its application to the problem of optimal stopping of MC,  parallel computation of invariant distribution for large MCs,  MC Tree theorem and other problems. MCs "hidden " in the well known Ignatov's theorem will be  also briefly  discussed.