Markov-Ketten
General Information
- Language: Deutsch / English
- Lectures: 2h
- Exercises: 1h
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
Schedule
- Lecture: Wednesday / 08:15 - 10:00 / Helmholtzstraße 18 - 120
- Exercise: Friday / 09:00-10:00 / Helmholtzstraße 22 - E.04
Exam (open)
- 1st Exam: tba
- 2nd Exam: tba
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.
Notes
Die Übungsblätter finden Sie in Moodle!