Markov Chains and Mixing Times - Lecture 20

Explore Markov Chains in this graduate-level mathematics lecture from IMPA's 2025 Summer School, delivered in Portuguese by Professor Milton Jara. Learn fundamental concepts of Markov Chains based on Levin, Peres, and Wilmer's "Markov Chains and Mixing Times," with prerequisites including basic probability theory (equivalent to Chapter 1 of Barry James' "Probability: An Intermediate Level Course") and helpful but not essential knowledge of linear and elementary algebra. Delve into a two-part course structure, with the first month covering basic Markov Chain concepts from early chapters, followed by selected advanced topics and recent research applications. Access this twentieth lecture in the series, running 1 hour and 43 minutes, as part of IMPA's comprehensive graduate program in pure and applied mathematics.