Course Archives Theoretical Statistics and Mathematics Unit

Course: Markov Chains Time: Currently not offered Level: Postgraduate

Syllabus Past Exams Syllabus: Finite State Markov Chains. Examples, Classification of States, Stationary Distribution. Rates of convergence to stationarity, Dirichlet Form and Spectral gap methods, Some Coupling methods with applications, Random walk on Finite Groups, Poisson Processes, Continuous time Markov Chains, Birth-and-death processes. Suggested Texts : 1. S. M. Ross, Stochastic processes, John Wiley (1996). 2. R. N. Bhattacharya and E. C. Waymire, Stochastic processes with applications. 3. E. GinG, R. Grimmett and L. Saloff-Coste, Lectures on probability theory and statistics,Springer-Verlag (1997) Top of the page Past Exams

Midterm 15.pdf 17.pdf 19.pdf

Semestral 15.pdf 17.pdf 19.pdf

Supplementary and Back Paper 15.pdf 19.pdf Top of the page

[ Semester Schedule ][ SMU ] [Indian Statistical Institute]