Markov Chains, Stochastic Processes

Markov chains and stochastic processes arise in all scientific disciplines and in natural
phenomena. In this course we will develop the mathematical tools required to study these
phenomena and see applications to the theory. We will start with finite state Markov chains
such as random walk on finite graphs. We will learn about fast mixing of markov chains and
applications in algorithms and common card games. Finally we will learn some infinite state
processes and tools to study them.