world:markovchains
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world:markovchains [2024/11/25 13:28] rdouc [Table] |
world:markovchains [2024/12/06 12:57] (current) rdouc |
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| | Oct. 24 | (AD) | Chapt. 3 | Canonical space (end). Stopping time, (Strong) Markov property, Harmonic functions, martingales | {{:world:ex_3_2024.pdf| Exercise sheet 3}} | 3 | | | Oct. 24 | (AD) | Chapt. 3 | Canonical space (end). Stopping time, (Strong) Markov property, Harmonic functions, martingales | {{:world:ex_3_2024.pdf| Exercise sheet 3}} | 3 | | ||
| | Oct. 31 | (AD) | Chap 5 | Ergodic theory and law of large numbers. | Chapitre 3 de ce {{ :world:polymcmc.pdf |polycopié}} | 4/5 | | | Oct. 31 | (AD) | Chap 5 | Ergodic theory and law of large numbers. | Chapitre 3 de ce {{ :world:polymcmc.pdf |polycopié}} | 4/5 | | ||
| - | | Nov 14 | (RD) | Chapt. 6 | Atomic chains. Transience, recurrence. Maximum principle. Uniformly transient sets. | <color /yellow>{{ :world:polymarkovchains.pdf |LectureNotes2024}}</color> | 6 | | + | | Nov 14 | (RD) | Chapt. 6 | Atomic chains. Transience, recurrence. Maximum principle. Uniformly transient sets. | | 6 | |
| | Nov 21 | (RD) | Chap 6 | Period, aperiodicity, positive atoms, null-recurrence, Kac's theorem. | | 7 | | | Nov 21 | (RD) | Chap 6 | Period, aperiodicity, positive atoms, null-recurrence, Kac's theorem. | | 7 | | ||
| | Nov 28 | (RD) | Chapt. 6-7-8 | Independent excursions between atoms, coupling inequalities, renewal theory, residual lifetime. | | 8 | | | Nov 28 | (RD) | Chapt. 6-7-8 | Independent excursions between atoms, coupling inequalities, renewal theory, residual lifetime. | | 8 | | ||
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| + | ====== Lecture notes Session 6-7-8-9 ====== | ||
| + | |||
| + | <WRAP center round tip 60%> | ||
| + | {{ :world:polymarkovchains.pdf |LectureNotes2024}} | ||
| + | </WRAP> | ||
world/markovchains.1732537691.txt.gz · Last modified: 2024/11/25 13:28 by rdouc
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