Lecture

Markov Chains: Ergodicity and Stationary Distribution

Description

This lecture covers the concept of ergodicity and stationary distribution in Markov chains, focusing on the convergence properties of the chains and the existence of a unique stationary distribution. The instructor discusses the conditions under which Markov chains exhibit ergodic behavior and how the stationary distribution can be calculated. Various examples and exercises are provided to illustrate these concepts.

Official source

https://mediaspace.epfl.ch/media/0_xo0bzv9w

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Ontological neighbourhood

Statistics

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Systems science and engineering

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