Markov Processes (2025): Recurrent and Transient States (Lecture 5) скачать в хорошем качестве

Markov Processes (2025): Recurrent and Transient States (Lecture 5)

After a brief aside into basic simulation, we explore the concepts of recurrence and transience in more detail! 🔹 Intro to simulation for a discrete random variable or a discrete-time/space Markov chain 00:58 🔹 Back to the limiting distribution... 23:10 🔹 Geometric distribution refresher 26:06 🔹 The expected value for the geometric distribution 30:10 🔹 First hitting and return times 34:20 🔹 More formal definitions for recurrence and transience 36:38 🔹 Probability and expectation subscript notation 38:02 🔹 Expected number of returns to a recurrent state 40:21 🔹 Expected number of returns to a transient state 41:13