6.262 | Spring 2011 | Graduate

Discrete Stochastic Processes

Video Lectures

Lecture 6: From Poisson to Markov

Description: This lecture treats joint conditional densities for Poisson processes and then defines finite-state Markov chains. Recurrent and transient states, periodic states, and ergodic chains are discussed.

(Courtesy of Mina Karzand. Used with permission.)

Instructor: Mina Karzand

From Poisson to Markov (PDF)

Course Info

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