Lecture TP21

2 Dezembro 2020, 14:30 • Telmo Peixe

1. Markov chains: decomposition of chains and stationary distributions.
2. Resolution of exercises: 10.34 and 10.40.

 

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Lecture TP20

27 Novembro 2020, 13:30 • Telmo Peixe

Markov chains: classification of states and decomposition of chains.

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Lecture TP19

25 Novembro 2020, 14:30 • Telmo Peixe

Resolution fo exercises: 10.(a) of list 2, 6.(d) of list 3, 4 of list 4, 7.14 of the lecture notes.

 

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Lecture TP18

20 Novembro 2020, 13:30 • Telmo Peixe

1. Paradoxes and famous problems in Probability: the St. Petersbourg paradox, and the Monty Hall problem.
2. Markov chains: homogeneous Markov chains and recurrence time.

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Lecture TP17

18 Novembro 2020, 14:30 • Telmo Peixe

Markov chains: the Markov property and distributions.

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