Markov chains and Random walks
Course topics
- Finite Markov chains. Perron-Forbenious.
- Infinite Markov Chains, Random walks on groups
- Recurrence-Transience
- Martingales, stopping times and hitting measures
- Entropy (Shannon’s entropy, and asymptotic entropy)
Course Information
- University course catalogue:
- 201.1.0711
- Level:
- Advanced Undergraduate