Lecture

Classification and Recurrence/Transience

In course

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Description

This lecture covers the concepts of classification and recurrence/transience in Markov chains, discussing the definition of transition matrices, communication between states, equivalence relations, and closed communicating classes. It also explores irreducibility, absorbing states, and the uniqueness of communicating classes.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_8ww110hk

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