[ABE-L] Próximo seminário (online) de probabilidade - IM/ UFRJ - 27 de setembro

[Maria Eulalia Vares]

*Probability Webinar -   IM-UFRJ *



Dear colleagues,

Our next online seminar will be held on Monday, *September 27, * from *3
p.m. to 4 p.m*. (Rio de Janeiro local time)

The Zoom link for the seminar is

https://us02web.zoom.us/j/83698166702?pwd=ejFxYmh3dVk5b3J3SG0wMWxEVnVrUT09


Speaker:  *Elisabetta Scoppola (Università Roma Tre)*

Title:  *First hitting distribution in different regimes:** a probabilistic
proof of Cooper&Frieze's First Visit Time Lemma*

Abstract:  I present results recently  obtained with Francesco Manzo e
Matteo Quattropani. We present an alternative proof of the so-called First
Visit Time Lemma (FVTL), originally presented by Cooper and Frieze. We work
in the original setting, considering a growing sequence of irreducible
Markov chains on n states. We assume that the chain is rapidly mixing and
with a stationary measure with no entry being either too small nor too
large. Under these assumptions, the FVTL shows the exponential decay of the
distribution of the hitting time of a given state x, for the chain started
at stationarity, up to a small multiplicative correction. While the proof
by Cooper and Frieze is based on tools from complex analysis, and it
requires an additional assumption on a generating function, we present a
completely probabilistic proof, relying on the theory of quasi-stationary
distributions and on strong-stationary times arguments. In addition, under
the same set of assumptions, we provide some quantitative control on the
Doob's transform of the chain on the complement of the state x.

I will also discuss the relation of this result with general results,
previously obtained, providing an exact formula for the first hitting
distribution via conditional strong quasi-stationary times.



All the talks are held in English.

The videos of the online seminars are available:

2020 -  http://www.dme.ufrj.br/?page_id=2885

2021-1  - http://www.dme.ufrj.br/?page_id=3027

For the second semester, a few days after each meeting the video should be
available at http://www.dme.ufrj.br/?page_id=3178

Thanks for circulating this information.

Sincerely,
Organizers: Guilherme Ost and Maria Eulalia Vares
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