Overview
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Watch the third lecture in a graduate-level course on Markov Chains delivered in Portuguese by Professor Milton Jara at the Institute of Pure and Applied Mathematics (IMPA) during the 2025 Summer School. Explore fundamental concepts of Markov Chains based on the textbook "Markov Chains and Mixing Times" by Levin, Peres, and Wilmer. Requires basic understanding of probability theory (equivalent to Chapter 1 of Barry James' "Probability: An Intermediate Level Course") and beneficial but not mandatory knowledge of linear algebra. Learn through a two-part curriculum covering basic Markov Chain concepts in the first month, followed by selected advanced topics and recent research applications. Part of a comprehensive video series available at https://bit.ly/3VUQIIs, this 2-hour lecture continues building the mathematical foundation needed for understanding Markov Chain theory and its applications.
Syllabus
(10/01/2025) - Mestrado: Cadeia de Markov - Milton Jara - Aula 03
Taught by
Instituto de Matemática Pura e Aplicada