| | Prof | Chapters | Topics | Material |
| 25/09 | (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 |
| 02/10 | (AD) | Chapt. 2 and 3 | Invariant measures / reversibility, Canonical space. | Exercise sheet 2 Exercise sheet 3 Reminders Conditonal expectation Exercises conditional expectation |
| 09/10 | (AD) | Chap 3 | Canonical space (continued). Kolmogorov extension theorem. Strong Markov property. | Exercise sheet 4 |
| 16/10 | (AD) | Chapt. 3 | Stopping times, return and hitting times, consequences of Markov property. | Exercise sheet 5 |
| 23/10 | (AD) | Chap 5 | Dynamical systems, Birkhoff theorem, Law of Large Number for Markov chains | |
| 06/11 | (RD) | Chapt. 6 | Central Limit Theorems | |
| 13/11 | (RD) | Chap 6 | Rosenthal inequalities (Alain). | |
| 20/11 | (AD) | Chapt. 6-7-8 | Quantitative Central Limit theorems | |
| 27/11 | (RD) | Chapt. 18-19 | Convergence via spectral methods | |
| 04/12 | (AD) | Chap 21 | Contractive convergence via curvature lower bounds. | |