Recurrent Markov chain

Lecture Introduction to Stochastic Processes: Lesson 1 provide students with knowledge about Homogeneous Poisson process on the positive real numbers; Discrete Markov chains with countable state space; classification of states - recurrence, transience, periodicity; stationary distributions, reversible chains; several illustrations;...

8p bachnhuocdong 23-12-2021 15 0   Download

Lecture Introduction to Stochastic Processes: Lesson 14 provide students with knowledge about the dissection principle, the blocks consist of the pieces of path between consecutive visits to a fixed state, the successive excursions between visits to the state, E-valued random variables,...

39p bachnhuocdong 23-12-2021 14 0   Download

Lecture Introduction to Stochastic Processes: Lesson 20 provide students with knowledge about suppose the Markov chain is irreducible and recurrent, unique stationary distribution, consequences of the theorem, positive recurrence and null recurrence are both class properties, symmetric transition probability matrix,...

17p bachnhuocdong 23-12-2021 8 0   Download