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Lecture 7: Finite-state Markov Chains; The Matrix Approach

Description: The transition matrix approach to finite-state Markov chains is developed in this lecture. The powers of the transition matrix are analyzed to understand steady-state behavior.

(Courtesy of Shan-Yuan Ho. Used with permission.)

Instructor: Shan-Yuan Ho

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Finite-state Markov Chains; The Matrix Approach ( PDF)

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