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world:markovchains [2026/09/23 16:12] 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 ^ |
| - | | 24/09 | (AD) | Chapt. 1 and 2. | Conditional distribution, their construction and related operations. Introduction to Markov chains, first definitions | | | + | | 24/09 | (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}} | |
| - | | 01/10 | (AD) | Chapt. 2 and 3 | Invariant measures / reversibility, Canonical space. | | | + | | 01/10 | (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}} | |
| - | | 08/10 | (AD) | Chap 3 | Canonical space (continued). Kolmogorov extension theorem. Strong Markov property. | | | + | | 08/10 | (AD) | | Canceled course | | |
| - | | 15/10 | (AD) | Chapt. 3 | Stopping times, return and hitting times, consequences of Markov property. | | | + | | 15/10 | (AD) | Chapt. 3 | Canonical space (continued). Kolmogorov extension theorem. Strong Markov property, Stopping times, return and hitting times, consequences of Markov property. | {{:world:ex_4_2025.pdf| Exercise sheet 4}} and {{:world:ex_5_2025.pdf| Exercise sheet 5}} and {{:world:cours_3_markov_2027.pdf| Written notes}} Password: AODMDA4@1;R4e | |
| - | | 22/10 | | | No course | | | + | | 22/10 | | | No course | | |
| - | | 05/11 | (AD) | Chap 5 | Dynamical systems, Birkhoff theorem, Law of Large Number for Markov chains | | | + | | 05/11 | (AD) | Chap 5 | Dynamical systems, Birkhoff theorem, Law of Large Number for Markov chains | | |
| - | | 12/11 | (RD) | Chapt. 18 | Uniform and Geometric ergodicity | | | + | | 12/11 | (RD) | Chapt. 18 | Uniform and Geometric ergodicity | | |
| - | | 19/11 | (RD) | Chapt. 21 | Central limit theorems | | | + | | 19/11 | (RD) | Chapt. 21 | Central limit theorems | | |
| - | | 26/11 | (RD) | Chap 22 | Spectral theory | | | + | | 26/11 | (RD) | Chap 22 | Spectral theory | | |
| - | | 11/12 | (RD) | Chap 22 | Spectral theory | | | + | | 3/12 | (RD) | | | | |
| - | ^ 27/11 ^ (RD) ^ Chapt. 21 ^ Central limit theorems ^ ^ | + | | 10/12 | (RD) | | | | |
| - | ^ 11/12 ^ (RD) ^ Chap 22 ^ Spectral theory | ::: | | + | |
| - | ^ 11/12 ^ (RD) ^ Chap 22 ^ Spectral theory | ::: | | + | |
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| ===== Example of an examination ===== | ===== Example of an examination ===== | ||
| * {{ :world:controle.pdf |An examination given in 2019-2020}} | * {{ :world:controle.pdf |An examination given in 2019-2020}} | ||
world/markovchains.1790172766.txt.gz · Last modified: 2026/09/23 16:12 by alain
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