Discrete-time Markov chains 1/21 - Multistep probabilities and Chapman-Kolmogorov's equations.
This video introduces discrete-time Markov chains that can be studied using a transition matrix and/or a directed graph representation. We also prove Chapman-Kolmogorov’s equations and show the relationship between the multistep transition probabilities and the powers of the transition matrix. This is Section 7.1 of my Stochastic Modeling book.
This video is part of the playlist Advanced Stochastic Processes https://www.youtube.com/watch?v=m0HywIw1OJc&list=PLV3oHJg9b1NRk4_LKUdqXPoN9jOWRypKI.
Видео Discrete-time Markov chains 1/21 - Multistep probabilities and Chapman-Kolmogorov's equations. канала The probability channel - Professor Lanchier
This video is part of the playlist Advanced Stochastic Processes https://www.youtube.com/watch?v=m0HywIw1OJc&list=PLV3oHJg9b1NRk4_LKUdqXPoN9jOWRypKI.
Видео Discrete-time Markov chains 1/21 - Multistep probabilities and Chapman-Kolmogorov's equations. канала The probability channel - Professor Lanchier
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7 апреля 2020 г. 10:45:14
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