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Watch a graduate-level lecture on Markov Chains from IMPA's 2025 Summer School, delivered by Professor Milton Jara. Explore fundamental concepts of Markov Chains based on Levin, Peres, and Wilmer's book "Markov Chains and Mixing Times." Requires basic understanding of probability concepts (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 structure covering basic Markov Chain concepts in the first month, followed by selected advanced topics and recent research applications. Note that the lecture experiences a power outage at 1:16:20. Content is protected by IMPA's copyright and requires written authorization for any use outside current legislation.
