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

Lecture Slides
Markov Eigenvalues and Eigenvectors ( PDF)

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