Syllabus – Markov Processes

Markov Processes

  1. Review of basic probability theory;
  2. Discrete-time Markov chains;
  3. Markov jump processes; Markov chains and diffusion processes;
  4. Communication and recurrence;
  5. Invariant measures, stationary distributions and reversibility;
  6. Laws of Large numbers;
  7. The Central Limit Theorem;
  8. Infinitesimal generators and the master equation;
  9. Markov chain monte carlo