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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Coupling argument involved in the contracting and mixing properties of the Glauber dynamics ...

While doing a research work, I had to read about the Glauber dynamics for an Ising model. A wonderful account on this is given in the book Markov Chains and Mixing Times by Levin, Peres and Wilmer. …
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