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world:markovchains
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world:markovchains [2025/10/19 19:54] alain [Table] |
world:markovchains [2025/10/25 20:12] (current) alain [Table] |
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| | 09/10 | (AD) | Chap 3 | Canonical space (continued). Kolmogorov extension theorem. Strong Markov property. | {{:world:ex_4_2025.pdf| Exercise sheet 4}} | | | 09/10 | (AD) | Chap 3 | Canonical space (continued). Kolmogorov extension theorem. Strong Markov property. | {{:world:ex_4_2025.pdf| Exercise sheet 4}} | | ||
| | 16/10 | (AD) | Chapt. 3 | Stopping times, return and hitting times, consequences of Markov property. | {{:world:ex_5_2025.pdf| Exercise sheet 5}} | | | 16/10 | (AD) | Chapt. 3 | Stopping times, return and hitting times, consequences of Markov property. | {{:world:ex_5_2025.pdf| Exercise sheet 5}} | | ||
| - | | 23/10 | (AD) | Chap 5 | Dynamical systems, Birkhoff theorem, Metrics: TV norms, V norms, Wasserstein. | | | + | | 23/10 | (AD) | Chap 5 | Dynamical systems, Birkhoff theorem, Law of Large Number for Markov chains | | |
| | 06/11 | (RD) | Chapt. 6 | Central Limit Theorems | | | | 06/11 | (RD) | Chapt. 6 | Central Limit Theorems | | | ||
| | 13/11 | (RD) | Chap 6 | Rosenthal inequalities (Alain). | | | | 13/11 | (RD) | Chap 6 | Rosenthal inequalities (Alain). | | | ||
world/markovchains.txt · Last modified: 2025/10/25 20:12 by alain
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