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28/05/2023
My favorite subject of reflexion: the theory and applications of Markov processes:
- quantitative speed of convergence to equilibrium for reversible and non-reversible processes, strong stationary times, intertwining relations
- spectral analysis of Markov operators and generators, nodal domains of eigenfunctions, higher order Cheeger’s inequalities
- functional analysis: Poincaré or (modified) logarithmic Sobolev inequalities, hyperbounded semi-groups
- stochastic algorithms: simulated annealing, genetic algorithms and mean-field particle approximations, algorithms finding Fréchet means on manifold
- modeling via higher order Markov processes: kinetic evolution equations, financial bubbles dynamics etc.
But my office is open to anyone who wants to discuss about the last exotic Markovian model he is fond of…
Email: miclo.math.cnrs.fr’at’gmail.com
Phone: +33 5 61 12 86 88
Location: bâtiment TSE, bureau 580
Address: Toulouse School of Economics
1, Esplanade de l’Université
F-31080 Toulouse Cedex 06
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