6.262 | Spring 2011 | Graduate

Discrete Stochastic Processes

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

Markov Eigenvalues and Eigenvectors (PDF)

Course Info

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