Lecture

Markov Chains: Definitions and Transitions

Description

This lecture covers the definitions and properties of Markov chains, focusing on random processes, transition matrices, state spaces, and stationary distributions. It explains the concept of chain homogeneity, transition probabilities, and the uniqueness of stationary distributions.

Official source

https://mediaspace.epfl.ch/media/0_84fdofhd

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Bayesian inference

Mathematics

Algebra: Linear algebra

Related lectures (56)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.