Graduate Students
 Faculty in  Mathematical  Finance            
Math Finance Home Conferences Seminars People Open Positions Contact

CCF Seminar
Ton Dieker
Georgia Institute of Technology
Title: Markov functions: reflections and musings

Abstract: This talk evolves around Markov functions, i.e., when a function of a Markov chain results in another Markov chain. We focus on two examples where this concept yields new results and insights: (1) the evolution of reflected stochastic processes in the study of stochastic networks, and (2) spectral analysis for a card shuffling problem.

Date: Monday, September 30, 2013
Time: 5:00 pm
Location: Wean Hall 6423
Submitted by:  Steve Shreve