Lecture

Recurrence and Transience: Markov Chains

In course

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Description

This lecture covers the concepts of recurrence and transience in Markov chains, exploring the strong Markov property, first passage times, and the classification of states into recurrent and transient. The instructor explains how the chain behaves when reaching specific states and the implications of these behaviors on the long-term evolution of the chain.

Official source

https://mediaspace.epfl.ch/media/0_xh91oyoz

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Probability theory: Topics in probability theory

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