Teaching

In Michaelmas term 2019 I am teaching the Part III Mixing times of Markov chains course.

Lecture notes and examples sheets

Here you can find lecture notes for the course as well as example sheets.

Lecture notes
Example sheet 1
Example sheet 2
Example sheet 3

Please feel free to send comments and corrections to p.sousi@statslab.cam.ac.uk

Other sources

D. Aldous and J. Fill, Reversible Markov Chains and Random Walks on Graphs, unfinished monograph.

D. Levin, Y. Peres and E. Wilmer, Markov Chains and Mixing Times, AMS, second edition.

N. Berestycki, Mixing Times of Markov Chains course in Cambridge.

Youtube video featuring Persi Diaconis explaining mixing and cutoff.