| 1 | Introduction to Finite Markov Chains | |
| 2 | Markov Chains: Stationary Distribution | |
| 3 | Markov Chains: Time-reversal | |
| 4 | Introduction to Markov Chain Mixing | Problem Set 1 due |
| 5 | Stationary Times | |
| 6 | Lower Bounds on Mixing Times | |
| 7 | Summary on Mixing Times | |
| 8 | Random Walk on Networks 1 | Problem Set 2 due |
| 9 | Random Walk on Networks 2 | |
| 10 | Hitting Times | |
| 11 | Summary on Random Walk on Networks | |
| 12 | Countable State Space Chain 1 | |
| 13 | Countable State Space Chain 2 | |
| 14 | Midterm Exam | Problem Set 3 due |
| 15 | Conditional Expectation and Introduction to Martingales | |
| 16 | Martingales: Optional Stopping Theorem | |
| 17 | Martingales: Convergence | |
| 18 | Martingales: Uniformly Integrable | Problem Set 4 due |
| 19 | Galton-Watson Tree | |
| 20 | Poisson Process | |
| 21 | Continuous Time Markov Chain | |
| 22 | Infinitesimal Generator | Problem Set 5 due |
| 23 | Irreducible and Recurrence | |
| 24 | Stationary Distribution | |
| 25 | Final Exam | |