Sumários
Lecture 25
17 Novembro 2023, 13:30 • José Pedro Gaivão
Stationary distribution. Existence and uniqueness. Limit distribution.
Lecture 24
15 Novembro 2023, 10:30 • José Pedro Gaivão
Null/positive recurrent states. Periodicity. Ergodic states. Communication classes and decomposition of the state space of a Markov Chain.
Lecture 23
10 Novembro 2023, 13:30 • José Pedro Gaivão
Classification of states of a Markov chain. Mean number of visits of a given state.