Exploring Math414 Stochastic Processes Practicum 6
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- Period of a state. Examples. All communicating states have the same period. If a state has period 1, then starting from a certain ...
- The normal, Xi-squared, F, and t distributions.
- Two exercises on computing extinction probabilities in a Galton-Watson
- General algorithm for generating a discrete
- Three properties of Markov chains and three ways to look at Markov chains.
In-Depth Information on Math414 Stochastic Processes Practicum 6
Practicum 6 Errata. Online lectures for the course Time Series Analysis. Recurrence and Transience of states in MC.
Definition of recurrent and transient states. Examples. A formula for the conditional expectation of the number of visits to a state.
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