Date & Time: Friday, February 07, 2014, 11:00-12:30.
Venue: Ramanujan Hall
Title: Introduction to Markov chains - I
Speaker: Krishna B. Athreya, Iowa State University
Abstract: We define a Markov chain with discrete state space in discrete time, transition probability, initial distribution, the induced measure on sequence space, and outline the basic questions to be studied. A number of examples will be given.