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Welcome to Markov Chains and Markov Models summer term 2016


8.7. MCMM presentation dates & times set. See below.


Lecture ID: 19216201 + 19216202
Lecture: Frank Noé, Feliks Nüske, Christoph Wehmeyer
Software Lab: Christoph Wehmeyer
Language: English
SWS: 2 + 2
Requirements: Master Students of Mathematics or Physics


FU students must sign up for this class in both Campus Management and KVV des Fachbereichs (Membership >> Joinable Sites >> Join)
Non-resident students please send email with name, home institute and student ID to katja.geiger[at] At first lecture you will receive a login key so you can use the PC pool workstations.


Date starting time Location Lecturer
Lecture Fridays 22 April 10:15 Takustr. 9, SR 046 Noé, Nüske, Wehmeyer
Software Lab (Übung) Thursdays 28 April 14:15 Arnimallee 6, PC Pool 030 Wehmeyer
Project Presentations I Friday 15 July 10:15-11:45 Arnimallee 6, SR 007/008 Noé, Nüske, Wehmeyer
Project Presentations II Thursday 21 July 14:00-16:00 Arnimallee 6, SR126 Noé, Nüske, Wehmeyer


Markov chains are a universal tool to model real-world processes, including financial markets, reaction kinetics and molecular dynamics.


  • Introduction to the theory of Markov chains
  • Estimation of Markov chains from data
  • Estimation uncertainty
  • Transition path theory
  • Analysis of Markov chains
  • Spectral analysis
  • Discretization of continuous Markov processes

Script: These are the notes used in the lectures. Please notify us if you find any mistakes.

No Date PDF

Software Lab: The accompanying software lab addresses the practical issues of building Markov Models by means of a short series of software projects. In this part of the course, we will implement codes to estimate and analyse Markov Models, and approach the topic of data generation as well.

All students are required to have basic training in programming and be familiar with at least one of the languages (Python, C/C++, Java). Matlab is not sufficient!

Credit Requirements (Scheinkriterien)



Name Consultation Hour Mail
Frank Noé appointment by email. Arnimallee 6, R213 frank.noe[at]
Feliks Nüske appointment by email. Arnimallee 6, 209 feliks.nueske[at]
Christoph Wehmeyer appointment by email. Arnimallee 6, R212a christoph.wehmeyer[at]
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