Lecture

Invariant Measures in Markov Chains

In course

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Description

This lecture covers the concept of invariant measures in Markov chains, discussing the properties and implications of these measures. Topics include irreducible Markov chains, finite state spaces, transient chains, and positive recurrence. The lecture also explores periodicity in chains and the calculation of invariant measures. Emphasis is placed on understanding the unique solutions and implications of invariant measures in various chain configurations.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_lwj8fr06

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