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
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Problem Sets with Solutions