BegRohu Lectures 2024

From Werner KRAUTH

Contents 1 Context 2 List of Python program 2.1 Lecture 1 2.2 Lecture 2 3 References

Context

This page is part of my 2024 Beg Rohu Lectures on "The second Markov chain revolution" at the Summer School "Concepts and Methods of Statistical Physics" (3 - 15 June 2024).

List of Python program

Lecture 1

Bernoulli.py

Bernoulli_two_pebbles.py

Bernoulli_two_pebbles_patch.py

Bernoulli_poisson.py

Sample_transformation_exp.py

Sample_transformation_power.py

Buggy_surface_2d.py

Naive_surface_2d.py

Direct_surface_2d.py

Walker.py

Lecture 2

Top_to_random_eigenvalues.py x β

Top to random simul.py

Top_to_random_simul_stop.py

Top-to-random-TVD.py

Top to random TVD mix rel.py

Diffusion.py

Diffusion_forward.py

Diffusion_CFTP_coupl_pos.py

Diffusion CFTP.py x β

"x" means that the program comes with some explanatory text, even though this text may not be complete

"β" means that it has been β tested by students at the 2024 Beg Rohu summer school

References

Levin, D. A., Peres, Y. & Wilmer, E. L. Markov Chains and Mixing Times (American Mathematical Society, 2008)

Krauth, W, Statistical Mechanics: Algorithms and Computations (Oxford University Press, 2006)

Wasserman, L, All of Statistics (Springer Verlag, 2004)