discipline

MSC in Mathematics, Specializations

subject

Markov-chains

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.

Perron-Frobenius theorem, finite state Markov-chains.

literature

 

form of tuition

Lectures

mode of assessment

oral exam