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: laurent.miclo’at’math.cnrs.fr

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

Pour vous aider : Prise en main

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