Material Detail
Lecture 8: Markov Eigenvalues and Eigenvectors
This video was recorded at 6.262 Discrete Stochastic Processes. This lecture covers eigenvalues and eigenvectors of the transition matrix and the steady-state vector of Markov chains. It also includes an analysis of a 2-state Markov chain and a discussion of the Jordan form.
Quality
- User Rating
- Comments
- Learning Exercises
- Bookmark Collections
- Course ePortfolios
- Accessibility Info