Markov basic theory
correction:
Definition of \mu_i = expected time of falling into trapped state starting from state i.
0:00 Markov chain overview
0:40 Probability flow conservation laws
2:54 Steady state calculations
5:14 Absorption rate
7:21 Mean recurrent time of S
note: / markov-process
statistics playlist:
• Statistic
Markov basic theory: • Markov basic theory
Markov birth-death process discrete & continuous: • Markov birth death process discrete & coun...
MIT courses:
Markov Chains I: • 16. Markov Chains I
basic concept,
probability flow conservation laws,
steady-state calculations
Markov Chains II: • 17. Markov Chains II
Preidicity,
birth death process discrete
Markov Chains III: • 18. Markov Chains III
birth death process continuous,
absorption rate, Mean recurrent time
Homework: https://ocw.mit.edu/courses/6-041-pro...