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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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Instructor Rating

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Massachusetts Institute of Technology