Lecture
Markov Chains: Introduction and Properties
Description
This lecture introduces Markov chains, discussing elementary properties such as the transition matrix, communicating classes, and stochastic processes. It covers the definition of a stochastic process, probability vectors, and transition matrices. The lecture also explores the Markov property, equivalence theorems, and consequences of Markov chains.
Official source
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.