MC 2025 — различия между версиями

Версия 15:32, 16 ноября 2025

Lecturers and Seminarists

About the course

This page provides materials for the Markov Chains course (2025/2026), which is mandatory for 1st-year Master’s students in the MML program (HSE and Skoltech). Please, join the Telegram Group.

Grading

The final grade consists of 2 components (each is non-negative real number from 0 to 10, without any intermediate rounding) :

• O_HW for the hometasks
• O_Exam for the final exam

The formula for the final grade is

• O_Final = 0.5*O_HW + 0.5*O_Exam

with the usual (arithmetical) rounding rule.

Lectures and Seminars

• [1] - Lectures and seminars from current academic year (videos)

• [2] - Lectures from 2024-2025 academic year, slightly different topics

• [3] - Lectures from 2023-2024 academic year, slightly different topics

• [4] - Seminars from 2023-2024 academic year, slightly different topics

• [5] - Lectures and seminars notes (last update: 13.11.2025)

Homeworks

• [6] - homework 1, deadline: 23.11.2025, 23:59

Exam

TBD

Recommended literature

• Leonid B. Koralov Yakov G. Sinai - Theory of Probability and Random Processes;
• Yuri Suhov, Mark Kelbert - Probability and Statistics by Example: Volume 2;
• Randal Douc , Eric Moulines , Pierre Priouret , Philippe Soulier - Markov Chains.