MAT330/681 LECTURE 24 (5/3/2021): MARKOV CHAINS
• Announcements:
• Video 1: Introduction to Markov Chains: Download file or watch below
• Video 2: Example of a Markov Chain on the computer: Download file or watch below
You can play with this simulation yourself here.
• Video 3: Example of Markov Chain and transition probabilities after 2 and 200 steps: Download file or watch below
• Video 4: Chapman--Kolmogorov equations: Download file or watch below
• Video 5: Limiting behavior of (ergodic) Markov Chains as number of steps goes to infinity: Download file or watch below