MAT330/681 LECTURE 24 (5/2/2022): MARKOV CHAINS





Announcements: Please remember that the last homework assignment, HW12, is due on Wednesday via Blackboard. Our next class, on Wednesday, will be in-person, as per the day-by-day schedule.


• Video 1: Introduction to Markov Chains: Download file or watch below


• Video 2: Example of a Markov Chain on the computer: Download file or watch below

You can play with this simulation yourself here.


• Video 3: Example of Markov Chain and transition probabilities after 2 and 200 steps: Download file or watch below


• Video 4: Chapman--Kolmogorov equations: Download file or watch below


• Video 5: Limiting behavior of (ergodic) Markov Chains as number of steps goes to infinity: Download file or watch below





• Lecture Notes (static file from above videos): PDF file





Last updated: May 2, 2022, 12:00pm EDT