Spring 2013

Instructors: Professors Steven Lalley and
Per Mykland

Office: 118 Eckhart Hall

Office Hours: Friday 1:00 - 2:00

Phone: 702-9890

E-mail:
`lalley@galton.uchicago.edu`

Course Assistant: Wei Su

The first five weeks of the course will be taught by Professor Mykland, the last five by Professor Lalley.

Homework assignments for the last five weeks of the course will be posted below. Notes and assigments for the first five weeks will be posted on Professor Mykland's web page, which can be reached from here.- Discrete-Time Martingales
- Convergence Rates of Markov Chains
- Reversible Markov Chains and Electrical Networks
- Brownian Motion

- A. Continuous-time Markov Chains
- B. Convergence Rates of Markov Chains
- C. Monotone Coupling and the Ising Model
- D. Martingales
- E. Concentration
- F. Electrical Networks and Reversible Markov Chains
- G. Brownian Motion
- H. Laplace's Method. Fourier Analysis, and Random Walk