Discrete Time Markov Chains : Ergodicity Theory
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چکیده
Lecture 8: Discrete Time Markov Chains: Ergodicity Theory Announcements: 1. We handed out HW2 solutions and your homeworks in Friday’s recitation. I am handing out a few extras today. Please make sure you get these! 2. Remember that I now have office hours both: Wednesday at 3 p.m. and Thursday at 4 p.m. Please show up and ask questions about the lecture notes, not just the homework! No one came on Thursday. You must be having questions about the lecture notes. 3. Midterm I – Oct 30 – 1:30 p.m. 3:30 p.m. during recitation (note: 2 hours!) 4. Midterm II – Dec 4 – 1:30 p.m. 3:30 p.m. during recitation (note: 2 hours!) 5. No Final Exam :-) 1 Review so far At this point, in our discussion of DTMCs, we have defined the notion of a limiting probability of being in state j: πj = lim n→∞ P ij
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تاریخ انتشار 2009