Probability 2 (Fall 2026)

Abstract

More advanced topics in probability theory. Check out the previous run.

Course links

• Robert Šámal’s course page
• Tutorials — Josef “Pepa” Tkadlec
• Tutorials — Michal Katrlík

Topics

• Lecture notes

Demos

• Markov chains
• PageRank for Wikipedia
• Random walk on 3-SAT

Lectures

• Lecture 2026-09-30 — Markov chain examples and beginning of the lecture notes, up to the definitions of the transition matrix and transition diagram.

• Lecture 2026-10-07 — Markov chains: reachability, stationary distributions, irreducibility and periodicity.

• Lecture 2026-10-14 — Markov chains: PageRank, random walks, absorption probabilities and expected absorption times, and a randomized algorithm for 3-SAT.

• Lecture 2026-10-21 — Markov-chain hitting times and an introduction to Bayesian inference, including discrete and continuous priors, likelihoods and posteriors.

Lectures are recorded, and I will try to publish the recordings on the same day.