Advanced Topics in Markov Chains - Einzelansicht

Markov chains appear both in applied fileds (e.g. Markov chain Monte Carlo methods) as well as theoretical questions in mathematics, with intimate links to geometry, combinatorics and algebra. The seminar covers some topics of Markov chains which are typically not treated in a probability class. These include e.g. the cutoff pheonemenon and Glauber dynamics. We will use the book Markov chain mixing, by Peres , Wilmer, Levin, but more applied (e.g. numerical) topics are also available.

Prerequisites are a basic knowledge of probability theory.

The seminar will be (briefly) presented to interested students on 8.4 at 16:15 in room 2.22,

and also via zoom :

Join Zoom Meeting

https://uni-potsdam.zoom.us/j/62839461939 (Password: 58327995)

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A more detailed presentation will be given at the first meeting on 8.4.