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