20410441 - CP420-Introduction to Stochastic Processes

Introduction to the theory of stochastic processes. Markov chains: ergodic theory, coupling, mixing times, with applications to random walks, card shuffling, and the Monte Carlo method. The Poisson process, continuous time Markov chains, convergence to equilibrium for some simple interacting particle systems.

Curriculum

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Mutuazione: 20410441 CP420-INTRODUZIONE AI PROCESSI STOCASTICI in Scienze Computazionali LM-40 MARTINELLI FABIO

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