Lecture
Hitting Probabilities: Markov Chains
Description
This lecture discusses hitting probabilities in Markov chains, focusing on a state space with disjoint subsets A and B. The instructor explains the concept of hitting probabilities, formal definitions, and properties of the function h(i). The lecture covers theorems, proofs, and expected time to hit calculations, emphasizing the minimal function satisfying specific conditions. The presentation concludes with uniqueness considerations and examples to illustrate the concepts.
Official source
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