discipline 
MSC in
Mathematics, Specializations

subject 
Markovchains

lecturers 
György
Michaletzky. prof., Dept. of Probability Theory and Statistics,
Institute of Mathematics 
credits 
2 
period 

curriculum 
Various
characterization of Markov property. Transition
probabilities. Chapman Kolmogorov equations of
discrete and continuous parameter processes. Classification
of states. Recurrence. Positive states. Ergodic theorems. Existence of stationary initial
distribution, characterization. Description
of recurrence property using a system of linear inequalities. PerronFrobenius theorem, finite state Markovchains. 
literature 

form of tuition 
Lectures 
mode of assessment 
oral exam 