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HomeMIT 6.262 Discrete Stochastic Processes, Spring 2011Lecture 25: Putting It All Together
Lecture 25: Putting It All Together
1:21:27
Description: In this lecture, we put together many of the topics covered throughout the term: martingales; Markov chains; countable state Markov processes; reversibility for Markov processes; random walks; and Wald’s identity for two thresholds.
Instructor: Prof. Robert Gallager