Markov-Ketten

Schedule

  • Lecture: Recorded lectures will be uploaded on Wednesdays
  • Exercise: Thursdays, 14-15

Prerequisites

  • Elementare WR und Statistik

Contents

Markov chains with countable state space, in particular:

  • Definition and elementary properties, examples
  • stopping times and strong Markov property
  • recurrence and transience
  • invariant distributions and limit distributions
  • classification of states

Literature

  • Kirkwood (2015). Markov Processes.
  • Levin, Peres, and Wilmer (2009). Markov Chains and Mixing Times. (Online Ressource)
  • Norris (1998). Markov Chains.
  • Resnick (2013). Adventures in Stochastic Processes.

Contact

Lecturer
Dr. Carlos Amendola Ceron
Office hours: on appointment
Phone: +49 (0)731/50-23533
E-Mail: carlos.amendola-ceron@uni-ulm.de

Exercise sessions
Orkun Furat
Office hours: on appointment
Phone: +49 (0)731/50-23555
E-Mail: orkun.furat@uni-ulm.de

Notes

Moodle page