printlogo
http://www.ethz.ch/index_EN
Department of Mathematics
 
print
  

Seminar in Stochastics: Markov Chains

Please note that this page is old.
Check in the VVZ for a current information.
Organizers Prof. Dr. Martin Schweizer, Christoph Frei
Place HG G 26.5
Time Tuesdays, 15:15-17:00
First Meeting Tuesday, 24.10.2006, 15:15
We welcome early registrations (before the start of term) and may even hand out some topics on that basis.
Contact Christoph Frei
Language Talks can be given either in German or in English.
Requirements Basics in probability and measure theory (can be concurrent with the course “Wahrscheinlichkeitstheorie” if you are brave)
Description We study parts of the book “Markov Chains” by Daniel Revuz, North-Holland, 1984. A Markov chain is a discrete-time stochastic process with the Markov property. This means that predictions about the future do not depend on the entire past, but only on the present state of the process. Markov chains appear in many areas and applications, e.g. in biology and physics as well as in actuarial mathematics and mathematical finance. Our focus is on homogeneous Markov chains in a general (measurable) state space and their fruitful relationship to potential theory and other associated topics.
Literature “Markov Chains” by Daniel Revuz, North-Holland, 1984
 

Wichtiger Hinweis:
Diese Website wird in älteren Versionen von Netscape ohne graphische Elemente dargestellt. Die Funktionalität der Website ist aber trotzdem gewährleistet. Wenn Sie diese Website regelmässig benutzen, empfehlen wir Ihnen, auf Ihrem Computer einen aktuellen Browser zu installieren. Weitere Informationen finden Sie auf
folgender Seite.

Important Note:
The content in this site is accessible to any browser or Internet device, however, some graphics will display correctly only in the newer versions of Netscape. To get the most out of our site we suggest you upgrade to a newer browser.
More information

© 2016 Mathematics Department | Imprint | Disclaimer | 8 February 2008
top