Dukeedu rick durrett contents 1 markov chains 11

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: new ones, email: rtd@math.duke.edu. Rick Durrett Contents 1 Markov Chains 1.1 Definitions and Examples . . . . . . . . . 1.2 Multistep Transition Probabilities . . . . 1.3 Classification of States . . . . . . . . . . . 1.4 Stationary Distributions . . . . . . . . . . 1.5 Limit Behavior . . . . . . . . . . . . . . . 1.6 Special Examples . . . . . . . . . . . . . . 1.6.1 Doubly stochastic chains . . . . . . 1.6.2 Detailed balance condition . . . . . 1.6.3 Reversibility . . . . . . . . . . . . 1.6.4 The Metropolis-Hastings algorithm 1.7 Proofs of the Main Theorems* . . . . . . 1.8 Exit Distributions . . . . . . . . . . . . . 1.9 Exit Times . . . . . . . . . . . . . . . . . 1.10 Infinite State Spaces* . . . . . . . . . . . 1.11 Chapter Summary . . . . . . . . . . . . . 1.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
View Full Document

This document was uploaded on 03/06/2014 for the course MATH 4740 at Cornell University (Engineering School).

Ask a homework question - tutors are online