Recorded Lectures: DTMC
Completion requirements
In the following you will find an introduction to DTMCs
- Definition of DTMC
- Examples
- Kolmogorov equations
- Absorption probabilities
- Communicating classes and irreducibility
- Positive recurrence and aperiodicity
- invariant measures and steady state
- computation of the steady state
- steady state for general DTMC
- simulation of DTMC
Last modified: Tuesday, 24 March 2020, 3:15 PM