SES # | TOPICS | KEY DATES |
---|---|---|

1 | Introduction to Finite Markov Chains | |

2 | Markov Chains: Stationary Distribution | |

3 | Markov Chains: Time-reversal | |

4 | Introduction to Markov Chain Mixing | Problem Set 1 due |

5 | Stationary Times | |

6 | Lower Bounds on Mixing Times | |

7 | Summary on Mixing Times | |

8 | Random Walk on Networks 1 | Problem Set 2 due |

9 | Random Walk on Networks 2 | |

10 | Hitting Times | |

11 | Summary on Random Walk on Networks | |

12 | Countable State Space Chain 1 | |

13 | Countable State Space Chain 2 | |

14 | Midterm Exam | Problem Set 3 due |

15 | Conditional Expectation and Introduction to Martingales | |

16 | Martingales: Optional Stopping Theorem | |

17 | Martingales: Convergence | |

18 | Martingales: Uniformly Integrable | Problem Set 4 due |

19 | Galton-Watson Tree | |

20 | Poisson Process | |

21 | Continuous Time Markov Chain | |

22 | Infinitesimal Generator | Problem Set 5 due |

23 | Irreducible and Recurrence | |

24 | Stationary Distribution | |

25 | Final Exam |

## Calendar

## Course Info

##### Learning Resource Types

*notes*Lecture Notes

*assignment_turned_in*Problem Sets with Solutions