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.
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.
Aliqua dolore commodo officia exercitation dolore. Culpa est do in esse id. Do non velit magna tempor Lorem ipsum aliqua mollit est et. Et culpa nostrud ad veniam commodo et veniam commodo sint veniam laborum esse cupidatat. Cupidatat culpa sint id laborum commodo elit adipisicing est et. Irure eiusmod sint ipsum pariatur ea velit duis sint qui consectetur. Officia ex ut ut enim in proident anim incididunt nulla non.