The Course: This course is an introduction to the
theory of Markov processes on a countable state space, with
particular attention payed to
the longterm behavior of these processes. The text will be my
book "An Introduction to
Markov Processes," published by
Springer--Verlag in their Graduate Text Series, vol. 230, ISBN:
3-540-23499-3 . I will cover most, if not all, of its
contents.

Errata: here is a growing list of errata.

An Essay: You may find this link interesting. It is my attempt to give an overview of Markov processes.

Assignments:

due Feb. 17th: 1.3.1, 1.3.2, 1.3.4, 1.3.8

due Feb . 27th: 2.4.1, 2.4.2, 2.4.3, 2.4.5, 2.4.6

due March 11th: 2.4.7, 2.4.8 (optional), 2.4.9, 2.4.10

due March 20th: 3.3.2, 3.3.3, 3.3.4 (a) & (b)

April 6th Exam and Solutions: link

due April 13th: 3.3.6, 3.3.7, 3.3.8

due April 24th: 4.5.1, 4.5.2, 4.5.3, 4.5.4

due May 4th: 4.5.5, 4.5.7, 4.5.8, 4.5.9

due May 13th: 4.5.10, 4.5.11