| | Prof | Chapters | Topics | Material | Cours |
| Sept. 26 | (AD) | Chapt. 1 and 2. | Introduction to Markov chains | Exercise sheet 1 | 1 |
| Oct. 3 | (AD) | Chapt. 2 and 3 | Invariance, Reversibility. MCMC. Canonical space. | Exercise sheet 2 | 2 |
| Oct. 17 | | | Pause | | |
| Oct. 24 | (AD) | Chapt. 3 | Canonical space (end). Stopping time, (Strong) Markov property, Harmonic functions, martingales | Exercise sheet 3 | 3 |
| Oct. 31 | (AD) | Chap 5 | Ergodic theory and law of large numbers. | Chapitre 3 de ce polycopié | 4/5 |
| Nov 14 | (RD) | Chapt. 6 | Atomic chains. Transience, recurrence. Maximum principle. Uniformly transient sets. | | 6 |
| Nov 21 | (RD) | Chap 6 | Period, aperiodicity, positive atoms, null-recurrence, Kac's theorem. | | 7 |
| Nov 28 | (RD) | Chapt. 6-7-8 | Independent excursions between atoms, coupling inequalities, renewal theory, residual lifetime. | | 8 |
| Dec 5 | (RD) | Chapt. 18-19 | Geometric ergodicity. | | 9 |
| Dec 12 | (RD) | Chap 21 | Central limit theorem. | | 10 |