Markov chains - NSTP033
|
|
|
||
Last update: T_KPMS (16.05.2011)
|
|
||
Last update: T_KPMS (16.05.2011)
The subject aims to familiarize students with the modern theory of Markov chains, expand their basic knowledge and indicate some directions of contemporate research. |
|
||
Last update: T_KPMS (16.05.2011)
Skripta na: http://staff.utia.cas.cz/swart/cztea_index.html |
|
||
Last update: T_KPMS (16.05.2011)
Lecture. |
|
||
Last update: T_KPMS (16.05.2011)
Random walks, branching processes, coalescents, card shuffling, speed of convergence to equilibrium, harmonic functions, duality, reversibility, coupling, entropy, stopping times, strong Markov property. |