Lecture 24

7 Dezembro 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Time inhomogeneous Markov CHAINS

Exercises.

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Lecture 23

5 Dezembro 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Continuous time Markov processes: stationary distribution.

Exercises.

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Lecture 22

30 Novembro 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Continuous time Markov processes. The jump chain.

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Lecture 21

28 Novembro 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Continuous time Markov processes.

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Lecture 20

23 Novembro 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

The mixed Poisson process.

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