MARKOV CHAINS

Part IB course, Michaelmas Term 2017

Tues, Thu, at 10.00 am
12 lectures beginning on 5 October 2017, ending 21 November
(note end date, to accommodate re-organization of two lectures from 17 and 19 October)

Mill Lane Lecture Room 3

Course material, including timetable changes (if any) and examples sheets, will be posted on this page.

Course notes will not be provided, but students are referred to Chapter 12 of the second edition of Reference 1 below. This Chapter is tailored to this course.

Examples sheets:


Course outline, see page 11.


Selection of books:

1. Grimmett and Welsh, Probability, an Introduction, 2nd edn, OUP, 2014.

2. Norris, Markov Chains, CUP, 1997.

3. Grimmett and Stirzaker, Probability and Random Processes, 3rd edn, OUP, 2001.

4. Cinlar, Introduction to Stochastic Processes, Prentice-Hall, out of print.

5. Feller, An Introduction to Probability Theory etc, vol 1, Wiley, 1968.


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