Banca de DEFESA: LEANDRO CORREIA ARAÚJO

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
DISCENTE : LEANDRO CORREIA ARAÚJO
DATA : 29/07/2021
HORA: 10:00
LOCAL: Google Meet https://meet.google.com/dku-mrzy-owo
TÍTULO:

Markov chains in continuous time and Dynkin's Theorem

PALAVRAS-CHAVES:

Dynkin's Theorem; Markov Chains; Eisenbaum's Isomorphism Theorem; Green Function.

PÁGINAS: 67
GRANDE ÁREA: Ciências Exatas e da Terra
ÁREA: Probabilidade e Estatística
SUBÁREA: Probabilidade
ESPECIALIDADE: Processos Markovianos
RESUMO:

In this work we study continuous time Markov chains and their basic properties, obtaining the Global  Balance Equation, which establishes a relationship between stationary measurements of a chain and its infinitesimal generator. Furthermore, we analyse two continuous chains in a finite weighted graph, which have the same associated discrete chain and whose covariance is given by a Green's Function. We finished with Dynkin and Eisenbaum's Isomorphism Theorems. 

MEMBROS DA BANCA:
Presidente - 2996917 - DIRK ERHARD
Interno - 1555637 - TERTULIANO FRANCO SANTOS FRANCO
Externo à Instituição - AUGUSTO QUADROS TEIXEIRA - IMPA