Notes

Here are some of my notes on special topics. Feel free to use them with attribution.

Stochastic processes

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Currently my notes on this topic cover:
  • Basic definitions in the study of Markov chains
  • Return and stopping times
  • Classification of states
  • Existence, uniqueness, and methods for calculating stationary distributions
  • Limit behaviour of finite Markov chains
  • Markov chains with special characertistics
  • This page was last modified on 2019 October 7 by Samuel Baltz