6.262 | Spring 2011 | Graduate

Discrete Stochastic Processes

Video Lectures

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

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

Course Info

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