Lecture

Markov Chains: Recurrence and Transience

Description

This lecture covers the concepts of first passage times, strong Markov property, and recurrence/transience in Markov chains. It explains the hitting time of states, the behavior of chains conditional on certain events, and the classification of states as recurrent or transient based on return probabilities.

Official source

https://mediaspace.epfl.ch/media/0_pe5n4wm6

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Ontological neighbourhood

Mathematics

Probability theory: Topics in probability theory

Statistics

Statistical inference: Bayesian inference

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