MAP 5932-0001 Random Walks

Welcome to the network!

Meets MTWRF 2:00-3:20 pm 201 LOV

Office hours F1-2 and usually MTWR 3:30-4.

Prerequisite: Linear Algebra and Probability or permission of the instructor.

Resources

• Schedule of Due Dates
• Assignment Details
• Course Ad including list of topics
• Course Handout (Syllabus)
• Mildly protected lessons directory
• Your private gradebook
• The MapleTA Server.
• Download Scilab

1. Anders Tolver: An Introduction to Markov Chains
2. Random Walks on Graphs Two pages.
3. Lovasz: Random Walks on Graphs: A Survey
4. Aldous and Fill: Reversible Markov Chains and Random Walks on Graphs
5. Chapter on Markov Chains from Grinstead and Snell Introduction to Probability
6. Tsiatas: PageRank and diffusion in large graphs
7. Introduction to diffusion and random walksMaybe Virrevandrer?
8. Ransomness in Computaion; A chapter (by Pavan?) by Agrawal
9. Continuous-Time Markov Chains
10. Hunderd Solved Stochastic Process problems
11. For an undirected graph, and vertices u and v
    1. The hitting time h_uv
    2. The Communte time C_uv
    3. The Return time (our T_u)
    4. The Cover time C_u
    5. The Cover time of the graph (max C_u)
12. Harmonic Functions on Graphs with Homework
    Slides
    • Zhukov: Diffusion and random walks on graphs
    • MCMC
    • Gerrymandering
    • Cont Time Markov Chaing

    ---

    • Recommended Text:
      • Markov Chains JR Norris Cambridge 1998 978-0521633963 paperback $44 from Amazon -- omits no proofs, it is mathematically complete.

      ---

      ---

      Resources:
      • The Spring 2019 mas 4106 Linear Algebra 2 which has a section on Markov chains

      ---

      Last modified 17 Jun 2019