隨機過程專題
Topics in stochastic processes
| 節 | 週三 | 週五 |
|---|---|---|
3 10:10–11:00 | 隨機過程專題 SA211（光復） 2 節連堂 | 隨機過程專題 SA211（光復） |
4 11:10–12:00 |
* 根據陽明交大上課時間表所列
In this course, we will first review some basic results of Markov chains and then step into the quantitative analysis of their convergence. While our primary object falls on continuous-time Markov chains with finite state spaces, some suitable connections to discrete-time Markov chains will be introduced from time to time. Concerning the convergence rate of Markov chains, some analytic and geometric tools will be discussed with illustrative classic examples. Most of the proofs to be presented in class are self-contained, while others involved in advanced mathematics will be referred to the textbook and references therein.
Undergraduate probability, linear algebra and discrete-time Markov chains
無備註
教師未提供此項資料
作業和演習課(100%)
教師未提供此項資料
| 週次 | 主題 |
|---|---|
| 第 1 週 | |
| 第 2 週 | |
| 第 3 週 | |
| 第 4 週 | |
| 第 5 週 | |
| 第 6 週 | |
| 第 7 週 | |
| 第 8 週 | |
| 第 9 週 | |
| 第 10 週 | |
| 第 11 週 | |
| 第 12 週 | |
| 第 13 週 | |
| 第 14 週 | |
| 第 15 週 | |
| 第 16 週 |
L. Saloff-Coste, Lectures on finite Markov chains. Lectures on probability theory and statistics (Saint-Flour Summer School, 1996), 301-413, Lecture Notes in Math., 1665, Springer, Berlin, 1997.
- 地點
- 科一館343室
- 時間
- 星期三9:00-9:50
- 聯絡方式
- Email: gychen@math.nctu.edu.tw 校內分機:56421