Markov Chains in winter term 2019/20

Lecture

Dates Wednesdays, 14:15-15:45 in room BC2 0.01.17 (Hochbrück Hörsaal 2) at Parkring 35 in Garching-Hochbrück.
First Class: October 16
Instructor:   Prof. Dr. Noam Berger
Content: 

Discrete time Markov chains, connectivity, periodicity, ergodicity, stationary measures, convergence to stationarity, further aspects of long time behaviour of Markov chains in or out of equilibrium

Literature:    

  • Olle Häggström: Finite Markov chains and algorithmic applications, Cambridge University press, 2002.
  • James R. Norris: Markov Chains, Cambridge University press, 1999.
  • Wolfgang Woess: Denumerable Markov chains, European Mathematical Society, 2009

 

Exercises

Dates: Wednesdays, 12:00-14:00 and 16:00-18:00 in room BC2 0.01.16, Hörsaal (Hochbrück Hörsaal 1) at Parkring 35 in Garching-Hochbrück.
Assistant: Dr. Piotr Dyszewski
Bonus System:

Through continuous participation you can add a bonus point to your final grade: At the end of the course, if you obtain 50% (or more) of the total points allotted to all the exercises, your grade will go one level up (if you got a 1.7, this will turn to 1.3, if you got 2.0, it will turn to 1.7 and so on). Improving the grade 1.0 or a failed (4.3 or worse) exam is not possible. The bonus counts only for the first and second exam this winter term. The submission box for the solutions is located next to the room BC1 2.02.01.

Course material: The exercise sheets will be published on the Moodle page for this course. Once you register for the exercise classes, you will automatically be enrolled to the Moodle course and have access to the material.
Groups

There are for exercise groups. Each group has one exercise session every two weeks. The next exercise sessions are scheduled as follows: 

  • Group 1: Wed, 6.11.2019  at 12:15
  • Group 2:  Wed, 6.11.2019  at 16:00
  • Group 3: Wed, 13.11.2019  at 12:15
  • Group 4: Wed, 13.11.2019  at 16:15