The next meeting of the National Seminar on Probability and Statistics will be held on June 22, 2016 (Wednesday), at 14:00 in Room 403 of IMI - BAS.

Isaac M Sonin (Dept. of Mathematics & Statistics, Univ. of North Carolina at Charlotte, NC, USA) will deliver a lecture on:

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.