| Prof | Chapters | Topics | Material | Cours |
Sept. 21 | (AD) | Chapt. 1 and 2. | Introduction to Markov chains, invariant measure, | | 1 |
Sept. 28 | (AD) | Chapt. 2 and 3 | Reversibility. MCMC. Canonical space. Stopping time, (Strong) Markov property | | 2 |
Oct. 5 | (AD) | Chapt. 3 | Harmonic functions, martingales, drift functions. Maximum principle, Solidarity property. Comparison theorem. | | 3 |
Oct. 12 | (AD) | Chapt 6,7 | Atomic chains (atoms, recurrence, transience). | | 4 |
Oct 19 | (AD) | Chapt 5 | Atomic chains (continued) | | 5 |
Nov 9 | (RD) | Chapt. 8 | Ergodic theory. | Chapitre 3 de ce polycopié | 6 |
Nov 16 | (RD) | Chap 9 | Renewal theory, Kac's theorem | | 7 |
Nov 23 | (RD) | Postponed | | | 8 |
Nov 30 | (RD) | Chapt. 9 | Blackwell's and Kendall's theorem | | 9 |
Dec 7 | (RD) | Chapt. 19 | Coupling methods, small sets and geometric ergodicity | polycopié | 10 |
Dec 14 | (RD) | Chap 19 | End of geometric ergodicity. Revision's exercises. | | |