Markov Chains

Prerequisite: Familiarity with basic concepts of probability (in level of Chapter 1 of “Probability: A Course in Intermediate Level” of Barry James, for example). Some knowledge of Linear Algebra and /or Elementary Algebra is advisable, but not essential.

This course is based on book of theory of “Markov Chains and Mixing Times” of Levin Peres and Wilmer and contains two parts.  The first part is one month of duration, approximately, and will cover first chapters of the book and present basic concepts on Markov Chains.  The second part of course will cover selected topics of book of Levin, Peres and Wilmer and other sources and theory of Markov Chains in areas of recent researches.

Reference:
LEVIN, D. A.,  PERES, Y. , WILMER E. L. – Markov chains and mixing times, Providence, R.I. : American Mathematical Society, c2009.

* Standard program. The teacher has the autonomy to make any changes.