Week 4 (March 18-19, 2026)
Schema della sezione
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Lecture 7 (18.03.26) - Proof of theorem [charcaterization of invariant measures for irreducible recurrent MC]. Convergence to stationarity: main result (general space) and proof.
Lecture 8 (19.03.26) - Example: simple symmetric RWs on Z are null recurrent.
Ergodic Theorem: statement, comments and proof. Application of the Ergodic Theorem to Monte Carlo Markov Chains: reversible Markov chains; construction; examples (hard-core model; Metropolis dynamics for Ising model).