Prerequisite: Familiarity with elementary probability concepts (at the level of Chapter 1 of “Probability: A Course at Intermediate Level” by Barry James, for example). Some knowledge of linear algebra and/or elementary algebra is advisable, but not essential.

The course will be based on the book “Markov Chains and Mixing Times” by Levin, Peres and Wilmer, and will consist of two parts. The first part, of approximately one month’s duration, will cover the first chapters of the book and introduce basic concepts about Markov Chains. The second part of the course will cover selected topics from Levin, Peres and Wilmer’s book and/or other sources, and will include applications of Markov Chain theory in areas of recent research.

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

* Basic syllabus. The teacher has the autonomy to make any changes.