Titel: Markov Chains (7.5 credits)

Examiner: Filip Lindskog

Preliminary schedule:
5 September, 1505-1700, Chapter 1
20 September, 1005-1200, End of Chaper 1 until Section 2.5
4 October, 1005-1200, End of Chapter 2 and Chapter 3
18 October, 1005-1200, Chapter 4 (+ exercise 2.7.1, theorems 3.5.3 and 3.5.5, exercise 3.6.3)
1 November, 1505-1700, Chapter 5

Place: All meetings take place in room 3733, Department of Mathematics, KTH, Lindstedtsväg 25, floor 7.

Examination: Assignments.

Course description:

A reading course based on the book "Markov Chains" by J. R. Norris.

To each meeting you should solve at least two problem per section from the current chapter, write down the solutions and bring them.

During the meeting we discuss the material (main results, ideas, interesting proofs etc) and you present solutions to problems from the book.

Literature:

J. R. Norris: Markov Chains, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press.

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