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world:markovchains [2025/12/16 15:02] rdouc |
world:markovchains [2026/09/13 13:46] (current) alain [Lecture notes Session 6-7-8-9] |
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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 | | |
| - | | 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}} | | + | | 02/10 | (AD) | Chapt. 2 and 3 | Invariant measures / reversibility, Canonical space. | | |
| - | | 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. | | |
| - | | 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. | | |
| - | | 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 | | | + | | 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 | {{ :world:geom-erg-clt-spectral.pdf | 3 chapters on geometric ergodicity, CLT and spectral theory}} | | + | | 20/11 | (RD) | Chapt. 18 | Uniform and Geometric ergodicity | | |
| - | | 27/11 | (RD) | Chapt. 21 | Central limit theorems | ::: | | + | | 27/11 | (RD) | Chapt. 21 | Central limit theorems | ::: | |
| - | | 11/12 | (RD) | Chap 22 | Spectral theory | ::: | | + | | 11/12 | (RD) | Chap 22 | Spectral theory | ::: | |
| - | |||
| - | ====== Lecture notes Session 6-7-8-9 ====== | ||
| - | |||
| - | <WRAP center round tip 60%> | ||
| - | {{ :world:polymarkovchains.pdf |LectureNotes2024}} | ||
| - | </WRAP> | ||
world/markovchains.1765893778.txt.gz · Last modified: 2025/12/16 15:02 by rdouc
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