Outline: This is a graduate course on Markov chains and Markov processes.
The goal of this course is fairly rigorous understanding of Markov chains and Markov processes. We will go through Norris' book fairly linearly, and will especially focus on functional-analytic concepts relating to Markov chains, augmenting the text when necessary. Below is a rough and unordered list of some of the topics we will cover.
Grades will be determined on the basis of homework questions and two exams.
Department of Mathematics
University of Illinois
at Urbana-Champaign
1409 W Green St.
Urbana, IL 61801
r-sowers@math.uiuc.edu
(217) 333-6246