CNA Working/Study Groups

Spring 2026 Working Group

Ergodic Theory of Markov Processes

Organizer: Martin Larsson

We will look at Markov processes on reasonably general state spaces, with a focus on continuous time. The goal is to work through the foundations properly, and hopefully also cover some specific recent (or just interesting) applications.

Topics: Review of Markov processes; Lyapunov functions and supermartingales. Recurrence. Krylov-Bogoliubov theorem; Harris's ergodic theorem. Doeblin's theorem; Birkhoff's ergodic theorem. SLLN for Markov processes; CLT for Markov processes.