C27 - Exercises

15 Dezembro 2021, 08:30 • Alexandra Bugalho de Moura

Exercises

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C26 - Time inhomogeneous Markov Chains

13 Dezembro 2021, 17:00 • Alexandra Bugalho de Moura

Integrated form of the Kolmogorov equations.

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C25 - Time inhomogeneous Markov Chains

6 Dezembro 2021, 17:00 • Alexandra Bugalho de Moura

8. TIME INHOMOGENEOUS MARKOV CHAINS

8.1. Introduction; Chapman-Kolmogorov equations.

8.2. Kolmogorov’s forward differential equations.

8.3. Probabilities of remaining in states for given time periods.

8.4  Kolmogorov’s backward differential equations.

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Exercises

2 Dezembro 2021, 16:00 • Alexandra Bugalho de Moura

Exercises

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C24 - Continuous time homogeneous Markov Chains

29 Novembro 2021, 17:00 • Alexandra Bugalho de Moura

7.4. The embedded Markov chain.

7.5. Stationary and limiting distributions.

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