Haosui Duanmu: Nonstandard Analysis and its applications to Markov Chains

Place: Fields Institute (Room 210)

Date: December 4th, 2015 (13:30-15:00)

Speaker: Haosui Duanmu

Title: Nonstandard Analysis and its applications to Markov Chains

Abstract: I will give a short introduction of Nonstandard Analysis, Nonstandard Probability Theory as well as Markov Chain Convergence Theorem. I will give an example to show how to represent Lebesgue measure on [0,1] using Hyperfinite probability measure. Then I will introduce the concept of Hyperfinite Markov chain. For every standard Markov Chain, I will show how to construct a corresponding Hyperfintie Markov Chain. Thus the convergence of the Hyperfinite Markov Chain would imply the convergence of the original Markov Chain.

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