| | Prof | Chapters | Topics | Material |
| 24/09 | (AD) | Chapt. 1 and 2. | Conditional distribution, their construction and related operations. Introduction to Markov chains, first definitions | Exercise sheet 1 Lecture notes Notes Monte Carlo |
| 01/10 | (AD) | Chapt. 2 and 3 | Invariant measures / reversibility, Canonical space. | Exercise sheet 2 Exercise sheet 3 Reminders Conditonal expectation Exercises conditional expectation |
| 08/10 | (AD) | | Canceled course | |
| 15/10 | (AD) | Chapt. 3 | Canonical space (continued). Kolmogorov extension theorem. Strong Markov property, Stopping times, return and hitting times, consequences of Markov property. | Exercise sheet 4 and Exercise sheet 5 and Written notes Password: AODMDA4@1;R4e |
| 22/10 | | | No course | |
| 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 | |
| 19/11 | (RD) | Chapt. 21 | Central limit theorems | |
| 26/11 | (RD) | Chap 22 | Spectral theory | |
| 3/12 | (RD) | | | |
| 10/12 | (RD) | | | |