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Advanced Markov Chains

Class at Faculty of Mathematics and Physics |
NMTP566

Syllabus

Random walks, branching processes, coalescents, card shuffling, speed of convergence to equilibrium, harmonic functions, duality, reversibility, coupling, entropy, stopping times, strong Markov property.

Annotation

Advanced theory of Markov chains, building on the basic course of this topic (NMSA334).