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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
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Spring
2011
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Course Info
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As Taught In
Spring
2011
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