Video Lectures

Lecture 8: Markov Eigenvalues and Eigenvectors

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

Transcript
Lecture Slides
Markov Eigenvalues and Eigenvectors ( PDF)

Course Info

Learning Resource Types

assignment_turned_in Problem Sets with Solutions
grading Exams with Solutions
menu_book Online Textbook
theaters Lecture Videos