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Created by:
Last updated:
November 7, 2022
Duration:
Unlimited Duration
FREE
This course includes:
Unlimited Duration
Badge on Completion
Certificate of completion
Unlimited Duration
Description
This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree.
The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix.
Course Curriculum
- Introduction to Finite Markov Chains Unlimited
- Markov Chains: Stationary Distribution Unlimited
- Markov Chains: Time-reversal Unlimited
- Introduction to Markov Chain Mixing Unlimited
- Stationary Times Unlimited
- Lower Bounds on Mixing Times Unlimited
- Summary on Mixing Times Unlimited
- Random Walk on Networks 1 Unlimited
- Random Walk on Networks 2 Unlimited
- Hitting Times Unlimited
- Summary on Random Walk on Networks Unlimited
- Countable State Space Chain 1 Unlimited
- Countable State Space Chain 2 Unlimited
- Conditional Expectation and Introduction to Martingales Unlimited
- Martingales: Optional Stopping Theorem Unlimited
- Martingales: Convergence Unlimited
- Almost Sure Convergence Unlimited
- Martingales: Uniformly Integrable Unlimited
- Galton-Watson Tree Unlimited
- Poisson Process Unlimited
- Continuous Time Markov Chain Unlimited
- Infinitesimal Generator Unlimited
- Irreducible and Recurrence Unlimited
- Stationary Distribution Unlimited
About the instructor
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5
Instructor Rating
1
Reviews
1520
Courses
1916
Students
Massachusetts Institute of Technology
