6.262 | Spring 2011 | Graduate

Discrete Stochastic Processes

Video Lectures

Lecture 25: Putting It All Together

Description: In this lecture, we put together many of the topics covered throughout the term: martingales; Markov chains; countable state Markov processes; reversibility for Markov processes; random walks; and Wald’s identity for two thresholds.

Instructor: Prof. Robert Gallager

Putting It All Together (PDF)

Course Info

As Taught In
Spring 2011
Level
Learning Resource Types
Problem Sets with Solutions
Exams with Solutions
Online Textbook
Lecture Videos