Discrete Markov Chains: mixing times and beyond.
Publication details: Rio de Janeiro: IMPA, 2014.Description: video onlineOther title:- Programa Temático - Teoria da Probabilidade e Mecânica Estatística Rigorosa
The analysis of discrete Markov chains has been a fruitful research topic for more than thirty years. Questions related to Markov chain mixing times have been especially prominent, both due to their relation to Markov Chain Monte Carlo algorithms (MCMC) and their various connections to other areas of Mathematics such as Analysis, Representation Theory and rigorous Statistical Mechanics. Recent years have witnessed progress in mixing times as well as many important results that go beyond mixing. This workshop will cover the state of the art in these topics, giving participants ample time for discussions and collaboration. In order to facilitate student involvemet, a special one-week minicourse, on intermediate Markov chain theory, will be offered by Alexandre Stauffer (Bath) in the week preceeding the workshop.
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