Lecture 24

27 Novembro 2024, 09:30 • José Pedro Gaivão

Communication classes and decomposition of the state space. Stationary and limiting distribution. Ergodic theorem.

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Lecture 23

25 Novembro 2024, 10:00 • José Pedro Gaivão

Average return time and positive/null recurrent states. Random walk.

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Lecture 22

20 Novembro 2024, 09:30 • José Pedro Gaivão

n-step transition probabilities. Chapman-Kolmogorov equation. Recurrent/transient states.

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Lecture 21

18 Novembro 2024, 10:00 • José Pedro Gaivão

Markov chains. Transition probabilities and distribution of the process.

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Lecture 20

13 Novembro 2024, 09:30 • José Pedro Gaivão

Introduction to stochastic processes. Random sequences. Sums of iid random sequences. Laws of large numbers and central limit theorem.

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