Explores communicating classes in Markov chains, distinguishing between transient and recurrent classes, and delves into the properties of these classes.
Explores dynamical approaches to the spectral theory of operators, focusing on self-adjoint operators and Schrödinger operators with dynamically defined potentials.
Introduces Hidden Markov Models, explaining the basic problems and algorithms like Forward-Backward, Viterbi, and Baum-Welch, with a focus on Expectation-Maximization.
Explores Markov chains, Metropolis-Hastings, and simulation for optimization purposes, highlighting the significance of ergodicity in efficient variable simulation.