Week 5 (March 25-26, 2026)
Résumé de section
-
Lecture 9 (25.03.26) - Example of MCMC: hard-core model; Metropolis dynamics for Ising model.
Lecture 10 (26.03.26) - Harmonic functions w.r.t. the transition matrix P. The Dirichlet problem related to P: existence of bounded solutions; uniqueness of bounded solutions (tool: the Lévy's martingale). Comment on the Poisson equation.