About this document
Stochastic Processes: Markov Chains and More by Charlie is a document available to read on EtoBox.
The document contains module notes on stochastic processes. It covers the basics of Markov chains, including definitions of Markov chains, transition matrices, and the Markov property. The notes also discuss recurrence and transience of states, branching processes for modeling diseases, invariant distributions of Markov chains, and using Markov chain Monte Carlo methods. Various theorems and examples are provided throughout the notes.
- Author
- Charlie
- Language
- EN