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Courses and public working groups
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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 8 | Renewal theory, Blackwell's and Kendall's theorems. Geometric ergodicity by the renewal approach. | 5 | |
Nov 9 | (RD) | Chapt. 9 | small sets, irreducibility, aperiodicity, | 6 | |
Nov 16 | (RD) | Chap 11, 18 | irreducibility (end…), Splitting, existence of an invariant measure. | Tutorial 7 | 7 |
Nov 23 | (RD) | Chapt. 5 | Ergod. Theorem. Notes de cours | Chapitre 3 de ce polycopié | 8 |
Nov 30 | (RD) | Chapt. 18 | Geometric ergodicity by Hairer's method La preuve d'Hairer se trouve ici | Notes de cours | 9 |
Dec 7 | (RD) | Chapt. 19 | Coupling methods and geometric ergodicity | 10 |
name | email adresses |
---|---|
Alain Durmus | alain.durmus “Arobase” polytechnique.edu |
Randal Douc | randal.douc “Arobase” polytechnique.edu |
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