(Joint work with Erik van Doorn, University of Twente)
Abstract: Erik van Doorn is well known for his outstanding contribution to research in several areas of stochastic processes. A common theme has been the study of quasi stationarity of Markov processes, and how quickly this regime is reached. Having benefited over many years from several fruitful and enjoyable collaborations, I take great pleasure in presenting some of our most recent joint work in the area, beginning with some new historical perspectives.
Acknowledgement: This work is supported by the ARC
Last modified: 11th October 2014