Markov Chains in winter term 2017/18


Dates Wednesdays, 14:15-16:00 in room BC2 0.01.17 (Hochbrück Hörsaal 2) at Parkring 35 in Garching-Hochbrück.
First Class: October 18
Instructor: Prof. Dr. Noam Berger
Prerequisites:                 Introduction to Probability Theory
Content: Discrete time Markov chains, connectivity, periodicity, ergodicity, stationary measures, convergence to stationarity, further aspects of long time behaviour of Markov chains in or out of equilibrium
  • Olle Häggström: Finite Markov chains and algorithmic applications, Cambridge University press, 2002.
  • James R. Norris: Markov Chains, Cambridge University press, 1999.
  • Wolfgang Woess: Denumerable Markov chains, European Mathematical Society, 2009.


Dates of classes:

Tuesdays, 16:15-17:45, in room BC2 0.01.16, and Wednesdays, 12:15 to 13:45,  in room BC2 0.01.17 at Parkring 37 in Garching-Hochbrück.

The exercises will take place every second week. See TUMonline for details.

Organization of classes:

Felizitas Weidner (before Christmas)

Stefan Junk (after Christmas)

 Corrections: Your exercise sheets will be corrected and graded with points. Form groups of two or three, and hand in your solution before the exercise class on the date indicated on the sheet. Submissions handed in by one student only will not be accepted!
Bonus System: Through continuous participation you can add a bonus point to your final grade: At the end of the course, if you obtain 50% (or more) of the total points allotted to all the exercises, your grade will go one level up (if you got a 1.7, this will turn to 1.3, if you got 2.0, it will turn to 1.7 and so on). Improving the grade 1.0 or a failed (4.3 or worse) exam is not possible. The bonus counts only for the first and second exam this winter term.
Course material: The exercise sheets will be published on the Moodle page for this course. Once you register for the exercise classes, you will automatically be enrolled to the Moodle course and have access to the material.