Tutorial: Markov chains, some examples and basic properties

We will discuss a few simple examples of Markov chains, and some of their most important properties. The talk covers first absorbing Markov chains, and then irreducible Markov chains.

Intro: 0:00
Mouse in a maze: 1:03
Penney's game: 9:37
Absorbing chains: 15:00
Random texts: 35:21
Ehrenfest urns: 43:34
Irreducibility: 45:10
Recurrence: 49:17
Period: 51:51
Invariant probability: 54:48
Random walks: 1:08:44

Tutorial on irreversibility: Tutorial: The irreversibility "paradox"
Tutorial on MCMC methods: Tutorial: What is metastability? And ...

Lecture notes on Markov chains (in French): https://cel.hal.science/cel-00439562

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