Recurrence & Transience

In course

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Description

This lecture covers the concepts of recurrence and transience in Markov chains, defining them and providing examples. It explains how to determine if a state is recurrent or transient, highlighting the distinction between the two. The lecture also delves into the behavior of infinite chains, discussing first return times and providing proofs for the discussed concepts.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_6v0wf596

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