world:markovchains
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world:markovchains [2025/09/30 13:26] rdouc old revision restored (2025/09/26 17:01) |
world:markovchains [2025/10/03 14:38] (current) alain [Table] |
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| * **Teaching material**: {{world:mainmc-tome1.pdf|pdf version of Markov Chains book}} | * **Teaching material**: {{world:mainmc-tome1.pdf|pdf version of Markov Chains book}} | ||
| - | ^ ^ Prof ^ Chapters ^ Topics ^ Material ^ | + | ^ ^ Prof ^ Chapters ^ Topics ^ Material ^ |
| - | | 25/09 | (AD) | Chapt. 1 and 2. | Conditional distribution, their construction and related operations. Introduction to Markov chains, first definitions | {{:world:ex1.pdf| Exercise sheet 1}} {{:world:condi_distribu.pdf| Lecture notes}} {{:world:motivations_MC.pdf| Notes Monte Carlo}} | | + | | 25/09 | (AD) | Chapt. 1 and 2. | Conditional distribution, their construction and related operations. Introduction to Markov chains, first definitions | {{:world:ex1.pdf| Exercise sheet 1}} {{:world:condi_distribu.pdf| Lecture notes}} {{:world:motivations_MC.pdf| Notes Monte Carlo}} | |
| - | | 02/10 | (AD) | Chapt. 2 and 3 | Invariant measures / reversibility, Canonical space. Kolmogorov extension theorem. Strong Markov property. | {{:world:ex_2_2024.pdf| Exercise sheet 2}} | | + | | 02/10 | (AD) | Chapt. 2 and 3 | Invariant measures / reversibility, Canonical space. | {{:world:ex_2_2025.pdf| Exercise sheet 2}} {{:world:ex_2_2024.pdf| Exercise sheet 3}} {{:world:main_condi_exp_mda.pdf| Reminders Conditonal expectation}} {{:world:main_exos_condi_mda.pdf| Exercises conditional expectation}} | |
| - | | 09/10 | (AD) | | Dynamical systems, Birkhoff theorem | | | + | | 09/10 | (AD) | | Canonical space (continued). Kolmogorov extension theorem. Strong Markov property. Dynamical systems, Birkhoff theorem | | |
| - | | 16/10 | (AD) | Chapt. 3 | Metrics: TV norms, V norms, Wasserstein. | {{:world:ex_3_2024.pdf| Exercise sheet 3}} | | + | | 16/10 | (AD) | Chapt. 3 | Metrics: TV norms, V norms, Wasserstein. | {{:world:ex_3_2024.pdf| Exercise sheet 3}} | |
| - | | 23/10 or 30/10 | (RD) | Chap 5 | Geometric ergodicity. | | | + | | 23/10 or 30/10 | (RD) | Chap 5 | Geometric ergodicity. | | |
| - | | 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). | | |
| - | | 20/11 | (AD) | Chapt. 6-7-8 | Quantitative Central Limit theorems | | | + | | 20/11 | (AD) | Chapt. 6-7-8 | Quantitative Central Limit theorems | | |
| - | | 27/11 | (RD) | Chapt. 18-19 | Convergence via spectral methods | | | + | | 27/11 | (RD) | Chapt. 18-19 | Convergence via spectral methods | | |
| - | | 04/12 | (AD) | Chap 21 | Contractive convergence via curvature lower bounds. | | | + | | 04/12 | (AD) | Chap 21 | Contractive convergence via curvature lower bounds. | | |
world/markovchains.1759231572.txt.gz · Last modified: 2025/09/30 13:26 by rdouc
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