MATH 778: Stochastic Processes: finite Markov chains and related processes (spring 2008)

Instructor: Laurent Saloff-Coste

Meeting Time & Room

The first class will meet on January 30th.

In this course we will study various techniques used in the quantitative study of ergodic finite Markov chains. These includes coupling, strong stationart time, spectral techniques, functional inequalities and geometric inequalioties such a Cheeger's inequality and isoperimetry.

We will also discuss the Metropolis algorithm and some example of the Gibbs sampler.