Lecture

Stochastic Simulation: Markov Processes Generation

In course

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Description

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.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_evxuae5s

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