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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the basic theory for continuous time Markov chains, focusing on the concepts of recurrence and transience. The instructor explains the definitions of recurrent and transient states, and their equivalence in jump chains. The lecture also discusses hitting probabilities and the minimal function satisfying certain conditions. The concepts of irreducibility, communication, and absorbing states are explored, along with the theorem stating the equivalence of recurrence and transience between continuous and jump chains.