Advanced Markov Chains - NMTP566
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Last update: T_KPMS (16.05.2013)
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Last update: T_KPMS (16.05.2013)
The subject aims to familiarize students with the modern theory of Markov chains, expand their basic knowledge and indicate some directions of contemporate research. |
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Last update: RNDr. Jitka Zichová, Dr. (17.04.2018)
Written exam. |
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Last update: doc. Ing. Marek Omelka, Ph.D. (12.04.2021)
Course notes are available at http://staff.utia.cas.cz/swart/cztea_index.html |
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Last update: T_KPMS (16.05.2013)
Lecture. |
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Last update: Dr. Jan Swart (11.10.2017)
A written exam, during which it is allowed to use the lecture notes. The assignments of the exam are similar to the exercises in the lecture notes. |
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Last update: T_KPMS (16.05.2013)
Random walks, branching processes, coalescents, card shuffling, speed of convergence to equilibrium, harmonic functions, duality, reversibility, coupling, entropy, stopping times, strong Markov property. |
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Last update: RNDr. Jitka Zichová, Dr. (16.05.2019)
Markov chains with discrete and continuous time. Topics covered by the course NMSA334 Stochastic Processes 1. |