Markov Chains

Course information, a blog, discussion and resources for a course of 12 lectures on Markov Chains to second year mathematicians at Cambridge in autumn 2012.

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Tuesday, May 21, 2013

Correction to tripos question 2012/1/20H

The $p$ and $q$ are the wrong way around in the equation for $x_0$ given in (ii). This should be \[ x_0 = 1 + p x_1+ q x_{-1}. \]

Thursday, May 2, 2013

Correction to tripos question 2012/3/9H

If you are looking at past Markov chains tripos questions you might like to know that it has recently come to light that there is a mistak...

Tuesday, November 13, 2012

Feedback

This year's course finished on 13 November 2011. I handed out the standard faculty feedback forms in the lecture on 8 Novembers. I obtai...

Notation

Some students say that the notation is one of the most difficult things about this course. I recommend that you make for yourself a one-page...

Lecture 12

The last lecture was on Tuesday November 13. I have enjoyed giving this course and I hope you have enjoyed it too. Thank you for your feedba...

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