Sumários
TIME INHOMOGENEOUS MARKOV CHAINS
20 Novembro 2024, 10:30 • Alexandra Bugalho de Moura
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.
8.5. Applications in insurance.
CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS
15 Novembro 2024, 08:00 • Alexandra Bugalho de Moura
Applications.
CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS
13 Novembro 2024, 10:30 • Alexandra Bugalho de Moura
7.4. The embedded Markov chain.
7.5. Stationary and limiting distributions.
Applications.