Topics in Probability -
Markov Chains and Mixing Times
Fall 2007/8
 

Teachers

Ori Gurel-Gurevich and Ariel Yadin (under supervision of Gady Kozma).

Time and Location

The course takes place at Ziskind 1 on Sundays 14-16 (while the strike lasts)

Syllabus

This course deals with following topics:

Lecture notes

These are our own lecture notes for the course. They are to be considered incomplete, erroneous and outdated. Use at you own Risk!
Part 1 - Introduction (updated 02/12/07): ps,pdf, dvi. Exercises: ps, pdf, dvi
Part 2 - Stationary distribution, existence and uniqueness (updated 27/12/07): ps, pdf, dvi. Exercises: ps, pdf, dvi
Part 3 - Convergence to stationary distribution (updated 27/12/07): ps, pdf, dvi. Exercises: ps, pdf, dvi

Resources

This course will mainly follow the book "Markov Chains and Mixing Times" by Levin, Peres and Wilmer, the URL for which was given in class.