Volume 44, January 2014Journées MAS 2012
|Page(s)||110 - 128|
|Published online||14 January 2014|
Long time behavior of Markov processes
Institut de Mathématiques de Toulouse. Université de
Toulouse. CNRS UMR 5219.
These notes correspond to a three hours lecture given during the workshop “Metastability and Stochastic Processes”held in Marne-la-Vallée in September 21st-23rd 2011. I would like to warmly thank the organizers Tony Lelièvre and Arnaud Guillin for a very nice organization and for obliging me first to give the lecture, second to write these notes. I also want to acknowledge all the people who attended the lecture.
Ces notes correspondent à un cours de trois heures donné durant le workshop “Metastability and Stochastic Processes”organisé à Marne-la-Vallée les 21-23 septembre 2011.
Key words: Markov processes / convergence to equilibrium / Poincaré inequalities / Lyapunov functions / hitting times / mixing
© EDP Sciences, SMAI 2013
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