-
-
Courses
Find courses by:
Collections
Cross-Disciplinary Topic Lists
Translated Courses
-
About
-
Donate
-
Featured Sites
Description: This lecture covers eigenvalues and eigenvectors of the transition matrix and the steady-state vector of Markov chains. It also includes an analysis of a 2-state Markov chain and a discussion of the Jordan form.
Instructor: Prof. Robert Gallager
MIT OpenCourseWare makes the materials used in the teaching of almost all of MIT's subjects available on the Web, free of charge. With more than 2,000 courses available, OCW is delivering on the promise of open sharing of knowledge.
© 2001–2012
Massachusetts Institute of Technology
Your use of the MIT OpenCourseWare site and materials is subject to our Creative Commons License and other terms of use.
