Lower bound technique and its application in the theory of Markov processes

Tomasz Szarek (University of Gdansk) #

We will present a unified treatment of a variety of mathematical systems generating Markov processes. This will allow us to study their asymptotic properties (stability, ergodicity and limit theorems) in a more effective way. We will illustrate the utility of this technique by examples from simple one-dimensional discrete stochastic dynamics and more complex continuous time systems described by stochastic differential equations. We feel that the ideas presented in this lecture may prove useful in a number of the applied sciences.