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Stationary Distribution of a Markov Chain

Offered By: NPTEL-NOC IITM via YouTube

Tags

Markov Chains Courses Linear Algebra Courses Stochastic Processes Courses Probability Theory Courses Eigenvectors Courses Ergodic Theory Courses

Course Description

Overview

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Learn about the stationary distribution of Markov chains in this 18-minute video lecture. Explore the concept of long-term behavior in stochastic processes and understand how to calculate the equilibrium state of a Markov chain. Discover the importance of stationary distributions in predicting the limiting behavior of Markov processes and their applications in various fields such as physics, economics, and computer science.

Syllabus

Stationary Distribution of a Markov Chain


Taught by

NPTEL-NOC IITM

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