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HomeMIT 6.262 Discrete Stochastic Processes, Spring 2011Lecture 19: Countable-state Markov Processes

Lecture 19: Countable-state Markov Processes

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Description: Markov processes with countable state-spaces are developed in terms of the embedded Markov chain. The steady-state process probabilities and the steady-state transition probabilities are treated.

Instructor: Prof. Robert Gallager