A mini-course "Ergodic properties of Markov processes and the Poisson equation" by Professor Alexander Veretennikov

From  06/09 to 22/09, Professor of the University of Leeds (UK) and the leading research fellow of the International Laboratory of Stochastic Analysis and Its Applications (HSE, Russia) Alexander Veretennikov delivered a mini-course "Ergodic properties of Markov processes and the Poisson equation"

The program:

Ergodic theorems and the law of large numbers for Markov processes.

Central limit theorem for Markov processes.

Large deviations  inequalities  (LD) and the LD asymptotics for Markov processes.

Poisson equations with the boundary conditions and without them.

Applications of the Poisson's Equations to the (Functional) Central Limit Theorem.

Poisson equations with a potential. The main material for studying  is the lectures themselves and the lecture notes  (in preparation).