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Introduction to Probability (Spring 2018) (M-I-T)
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Part III: Random Processes (M-I-T)
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Lecture 24: Finite-State Markov Chains (M-I-T)
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L24.7 Generic Convergence Questions (M-I-T)
L24.7 Generic Convergence Questions (M-I-T)
Course:
Lecture 24: Finite-State Markov Chains (M-I-T)
Discipline:
Applied Sciences
Institute:
MIT
Instructor(s):
Prof. John Tsitsiklis, Prof. Patrick Jaillet
Level:
Graduate
Lecture 24: Finite-State Markov Chains (M-I-T)
L24.1 Lecture Overview (M-I-T)
L24.2 Introduction to Markov Processes (M-I-T)
L24.3 Checkout Counter Example (M-I-T)
L24.4 Discrete-Time Finite-State Markov Chains (M-I-T)
L24.5 N–Step Transition Probabilities (M-I-T)
L24.6 A Numerical Example — Part I (M-I-T)
L24.7 Generic Convergence Questions (M-I-T)
L24.8 Recurrent and Transient States (M-I-T)