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Course, academic year 2014/2015
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Advanced Markov Chains - NMTP566
Title: Pokročilé Markovovy řetězce
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2014 to 2016
Semester: summer
E-Credits: 3
Hours per week, examination: summer s.:2/0, Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: not taught
Language: Czech
Teaching methods: full-time
Teaching methods: full-time
Guarantor: Dr. Jan Swart
Class: M Mgr. PMSE
M Mgr. PMSE > Povinně volitelné
Classification: Mathematics > Probability and Statistics
Incompatibility : NSTP033
Interchangeability : NSTP033
Is interchangeable with: NSTP033
Annotation -
Last update: T_KPMS (16.05.2013)
Advanced theory of Markov chains, building on the basic course of this topic (NMSA334).
Aim of the course -
Last update: T_KPMS (16.05.2013)

The subject aims to familiarize students with the modern theory of Markov

chains, expand their basic knowledge and indicate some directions of

contemporate research.

Literature - Czech
Last update: T_KPMS (16.05.2013)

Skripta na:

http://staff.utia.cas.cz/swart/cztea_index.html

Teaching methods -
Last update: T_KPMS (16.05.2013)

Lecture.

Syllabus -
Last update: T_KPMS (16.05.2013)

Random walks, branching processes, coalescents, card shuffling, speed of

convergence to equilibrium, harmonic functions, duality, reversibility,

coupling, entropy, stopping times, strong Markov property.

 
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