Schema della sezione

  • Lecture 5 (11.03.26) -  Theorem of convergence to stationarity in finite spaces (proof).  
    Markov chain in general discrete space: first passage time, transience and recurrence (definition). 

    Lecture 6 (12.03.26) -  Local times (or number of visits), Green function and criterium for recurrence (theorem). Recurrence/transience and existence of invariant measures/distributions: main results and comments.
    Characterization of the invariant measures for irreducible recurrent MC (theorem).