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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the generation of Markov processes, focusing on transition density functions, continuous and discrete time Markov chains, Poisson processes, and the characterization of Poisson processes. It also delves into the non-homogeneous Poisson process and the general continuous-time discrete-space Markov chain.