MC 2025

Lecturers and Seminarists

Lecturer	Sergey Samsonov	[svsamsonov@hse.ru]	T904
Seminarist	Marina Sheshukova	[msheshukova@hse.ru]	T926

About the course

This page provides materials for the Markov Chains course (2025/2026), which is mandatory for 1st-year Master’s students in the MML program (HSE and Skoltech). Please, join the Telegram Group.

Grading

The final grade consists of 2 components (each is non-negative real number from 0 to 10, without any intermediate rounding) :

• O_HW for the hometasks
• O_Exam for the final exam

The formula for the final grade is

• O_Final = 0.5*O_HW + 0.5*O_Exam

with the usual (arithmetical) rounding rule.

Lectures and Seminars

• [1] - Lectures and seminars from current academic year (videos)

• [2] - Lectures from 2024-2025 academic year, slightly different topics

• [3] - Lectures from 2023-2024 academic year, slightly different topics

• [4] - Seminars from 2023-2024 academic year, slightly different topics

Seminars

TBD

Homeworks

TBD

Exam

TBD

Recommended literature

• Leonid B. Koralov Yakov G. Sinai - Theory of Probability and Random Processes;
• Yuri Suhov, Mark Kelbert - Probability and Statistics by Example: Volume 2;
• Randal Douc , Eric Moulines , Pierre Priouret , Philippe Soulier - Markov Chains.