Lecture

Birth & Death Chains: Analysis & Probabilities

Description

This lecture covers the classification of states in Markov chains, time-homogeneous discrete-time Markov chains, communicating classes, absorbing states, hitting times, and hitting probabilities. It also delves into birth and death chains, illustrating transition analysis and hitting probability calculations. The instructor explains the concepts using examples and equations, emphasizing the expected duration of the game and the solutions to non-homogeneous difference equations.

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.