MATS576: MA3: Markov Chain Stability and Applications

by Elina Kaarina Leskinen last modified Aug 11, 2012 02:58 PM
This course will provide an introduction to the theory and applications of Markov chains over general state spaces. The course will start from the basics in Markov chains and then, using many examples taken from dynamical systems and from Monte Carlo methods, will gradually introduce some of the main modern concepts underlying the theory of Markov chains over general state space.