Getting things kicked off on the new website. Here is a list of interesting problems to try from Durrett’s book. Please use the comments feature to ask questions and to start discussions about these problems. I’ll chime in whenever I can.
Stationary distributions and limit distributions
1.20, 1.25, 1.38, 1.41, 1.44
Random walks on graphs
Hitting times; hitting probabilities
Infinite state spaces