Toronto Set Theory

Event Information Nonstandard Analysis and its application in Markov Chains
13:30 on Friday December 04, 2015
15:00 on Friday December 04, 2015
FI210, Fields Institute, 222 College St.
Haosui Duanmu
http://www.utstat.toronto.edu/~haosui/
University of Toronto

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 Hyperfinite Markov Chain. Thus the convergence of the Hyperfinite Markov Chain would imply the convergence of the original Markov Chain.