6.262 | Spring 2011 | Graduate

Discrete Stochastic Processes

Video Lectures

Lecture 16: Renewals and Countable-state Markov

Description: After reviewing the three major renewal theorems, we introduce Markov chains with countable state spaces. The matrix approach for finite-state chains is replaced by renewals based on first-passage times.

Instructor: Prof. Robert Gallager

Renewals and Countable-state Markov (PDF)

Course Info

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