Lecture 8: Markov Eigenvalues and Eigenvectors

Name: Lecture 8: Markov Eigenvalues and Eigenvectors
Uploaded: 2012-06-29T19:44:57Z
Duration: 1 h 23 min 38 s
Description: Description: 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. Instructor: Prof. Robert Gallager

1:23:38

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Description: 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.

Instructor: Prof. Robert Gallager