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Markov chain notes

Markov chain notes

di Antonio Trovato -
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Dear students,

 I managed to complete some somewhat brief and very informal notes about Markov chains. I uploaded them in the corresponding lecture (15th October). In these notes, I tried to provide definitions and state theorems in a more precise and complete way than during lectures. In fact, I was maybe vague and most likely not completely correct, while teaching, in a couple of points about the assumptions needed for ergodicity (ensemble average = time average) to hold.

Best regards

Antonio Trovato