Résumé de section

  • 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).