Overview
The classical theory of Markov chains focusses on the large-time asymptotics of chains defined on a fixed set of states. More recently, motivated by applications to combinatorics, computer science and statistical physics, emphasis has shifted to asymptotics as the number of states becomes large. This unit focusses on this more … For more content click the Read More button below.
Topics to be covered include: Mixing time; Coupling; Random walks on groups; Path coupling; Markov chain Monte Carlo; Metropolis and Glauber processes; Randomised algorithms and fpras; Spectral methods and relaxation time; the cutoff phenomenon.
Offerings
S2-01-CLAYTON-ON-CAMPUS
Rules
Enrolment Rule
Contacts
Chief Examiner(s)
Associate Professor Tim Garoni
Unit Coordinator(s)
Associate Professor Tim Garoni
Assessment
1 - Continuous assessment
2 - Examination (3 hours and 10 minutes)
Scheduled and non-scheduled teaching activities
Applied sessions
Lectures
Workload requirements
Workload