Lecture Introduction to Stochastic Processes: Lesson 1
Lecture Introduction to Stochastic Processes: Lesson 1
Lecture Introduction to Stochastic Processes: Lesson 1 provide students with knowledge about Homogeneous Poisson process on the positive real numbers; Discrete Markov chains with countable state space; classification of states - recurrence, transience, periodicity; stationary distributions, reversible chains; several illustrations;...