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world:markovchains
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world:markovchains [2025/12/16 15:00] rdouc [Table] |
world:markovchains [2025/12/16 16:31] (current) rdouc |
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| | 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, Law of Large Number for Markov chains | | | | 23/10 | (AD) | Chap 5 | Dynamical systems, Birkhoff theorem, Law of Large Number for Markov chains | | | ||
| - | | 06/11 | (RD) | No course | Opening date for Projects | essai | | + | | 06/11 | (RD) | No course | Opening date for Projects | | |
| - | | 13/11 | (RD) | No course | Closing date for Projects | ::: | | + | | 13/11 | (RD) | No course | Closing date for Projects | | |
| - | | 20/11 | (RD) | Chapt. 18 | Uniform and Geometric ergodicity | ::: | | + | | 20/11 | (RD) | Chapt. 18 | Uniform and Geometric ergodicity | {{ :world:geom-erg-clt-spectral.pdf | The last 3 courses concerns 3 chapters on geometric ergodicity, CLT and spectral theory}} | |
| + | | 27/11 | (RD) | Chapt. 21 | Central limit theorems | ::: | | ||
| + | | 11/12 | (RD) | Chap 22 | Spectral theory | ::: | | ||
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| + | ====== Lecture notes Session 6-7-8-9 ====== | ||
| + | |||
| + | <WRAP center round tip 60%> | ||
| + | {{ :world:polymarkovchains.pdf |LectureNotes2024}} | ||
| + | </WRAP> | ||
| + | |||
| + | |||
| + | ===== Example of an examination ===== | ||
| + | * {{ :world:controle.pdf |An examination given in 2019-2020}} | ||
| + | * {{ :world:controleCorrige.pdf |Solution of the examination given in 2019-2020}} | ||
| + | |||
| + | ===== Projects ===== | ||
| + | <color /yellow>[[world:projet-mda-2025|Please click here for the projects]]</color> | ||
| /* ===== Evaluation ===== | /* ===== Evaluation ===== | ||
world/markovchains.1765893647.txt.gz · Last modified: 2025/12/16 15:00 by rdouc
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