Date & Time: July 15-17, 2014, 11:30-12:30.
Venue: Room 216

Title: Markov chains - I, II, III

Speaker: Krishna B. Athreya, Iowa State University

Abstract: Discrete time discrete state space Markov chain (DTDSMC), null and positive recurrence, transience, regeneration, stationary distribution, discrete time general state space Markov chain (DTGSMC), Harris-Doeblin recurrence condition, existence of an atom and regeneration, ergodic theorems, Feller Markov chain, MCMC for probability distributions, RSMC for arbitrary distributions and convergence theorem for RSMC.