Markov Chains: Definition and Examples

In course

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Description

This lecture introduces Markov chains, a time-homogeneous stochastic process with values in a finite or countable set. It covers the definition, properties, transition matrix, and examples like a party and a simple symmetric random walk.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_mrgwr6j0

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Mathematics

Mathematical logic: Set theory

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