Markov Chains and Mixing Times

 
Course higher education credits: 7,5
 
Course is normally given: Periods 3-4. Course first taught 2014.
 
Graduate school Mathematics
Department Mathematical Sciences
 
Course start 2013-01-20
Course end 2013-05-17
 
Contact information
 
Jeff Steif, steif@chalmers.se
 
COURSE DESCRIPTION:
 
In recent years, there has been a renewed interest in Markov chains with connections to many areas, including theoretical computer science and physics. Much of this course will deal with the mixing rate of Markov Chains which determines how many steps one needs to run a Markov Chain so that it is close to equilibrium. These questions turn out to be related to a number of different areas.

Some of the topics to be covered:

Mixing times
Coupling Methods
Strong stationary times
Bounds in terms of isoperimetric behaviour (Cheeger inequalities)
Relations to phase transitions
Card shuffling
Cut-off behaviour
Coupling from the past

Publicerad: ti 04 jun 2013. Ändrad: ti 15 aug 2017