ESAIM: Proceedings and Surveys (Oct 2015)
Long time behavior of Markov processes and beyond*
Abstract
This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE’s, physics or biology. The involved mathematical tools as propagation of chaos, coupling, functional inequalities, provide a good picture of the classical methods that furnish quantitative rates of convergence to equilibrium.