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Линейные операторы и марковские цепи

Monday, 20 September 2021 11:14

Курс читается с 2021 года ассистентом кафедры Г.А. Бакаем.

В данном курсе представлена теория марковских цепей, которая начинается с простых и осязаемых понятий, таких как матрицы, собственные векторы, но корнями уходит в глубокую и удивительную теорию линейных операторов на бесконечномерных пространствах. Стартуя с этих позиций слушатели двигаются в сторону понятия стационарной последовательности, и получают предельные теоремы для сумм функционалов от марковской цепи, включающие большие уклонения для данных последовательностей

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