Discover how Markov chains predict real systems, from Ulam and von Neumann’s Monte Carlo to PageRank, so you can grasp ...
This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, martingales, concentration inequalities, branching ...
We supply some relations that establish intertwining from duality and give a probabilistic interpretation. This is carried out in the context of discrete Markov chains, fixing up the background of ...