Matrix Representation of a Discrete-Time Markov Chain (DTMC) - Lecture 46

Offered By: NPTEL-NOC IITM via YouTube

Course Description

Overview

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Explore the matrix representation of Discrete-Time Markov Chains (DTMC) in this 15-minute lecture. Delve into key concepts such as egodicity, ergodic chains, and ergodic classes. Learn about the global balance equation and its significance in DTMC analysis. Gain insights into n-step transition probabilities and their calculation using matrix notation. Enhance your understanding of stochastic processes and their mathematical foundations through this concise yet comprehensive presentation.

Syllabus

Introduction
Definition
Matrix Representation
NStep Transition Probability

Taught by

NPTEL-NOC IITM

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