Markov processes

Markov chains on a measurable state space

A Markov chain on a measurable state space is a discrete-time-homogeneous Markov chain with a measurable space as state space. (Wikipedia).

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(ML 14.3) Markov chains (discrete-time) (part 2)

Definition of a (discrete-time) Markov chain, and two simple examples (random walk on the integers, and a oversimplified weather model). Examples of generalizations to continuous-time and/or continuous-space. Motivation for the hidden Markov model.

From playlist Machine Learning

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(ML 18.4) Examples of Markov chains with various properties (part 1)

A very simple example of a Markov chain with two states, to illustrate the concepts of irreducibility, aperiodicity, and stationary distributions.

From playlist Machine Learning

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(ML 18.5) Examples of Markov chains with various properties (part 2)

More examples of (discrete) Markov chains, to illustrate the concepts of irreducibility, aperiodicity, and stationary distributions.

From playlist Machine Learning

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(ML 14.2) Markov chains (discrete-time) (part 1)

Definition of a (discrete-time) Markov chain, and two simple examples (random walk on the integers, and a oversimplified weather model). Examples of generalizations to continuous-time and/or continuous-space. Motivation for the hidden Markov model.

From playlist Machine Learning

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Markov Chains Clearly Explained! Part - 1

Let's understand Markov chains and its properties with an easy example. I've also discussed the equilibrium state in great detail. #markovchain #datascience #statistics For more videos please subscribe - http://bit.ly/normalizedNERD Markov Chain series - https://www.youtube.com/playl

From playlist Markov Chains Clearly Explained!

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Prob & Stats - Markov Chains (27 of 38) Absorbing Markov Chain: Stable Matrix=? Ex. 2

Visit http://ilectureonline.com for more math and science lectures! In this video I will find the stable transition matrix (4x4) in an absorbing Markov chain. Next video in the Markov Chains series: http://youtu.be/u89Sd514EDI

From playlist iLecturesOnline: Probability & Stats 3: Markov Chains & Stochastic Processes

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Prob & Stats - Markov Chains: Method 2 (30 of 38) Basics***

Visit http://ilectureonline.com for more math and science lectures! In this video I will demonstrate the basics of method 2 of solving Markov chain problems. Next video in the Markov Chains series:

From playlist iLecturesOnline: Probability & Stats 3: Markov Chains & Stochastic Processes

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Absorption probabilities in finite Markov chains

Code discussed in this video: https://gist.github.com/Nikolaj-K/f660de8cec4551cfb879479470625e20 Wikipedia: https://en.wikipedia.org/wiki/Absorbing_Markov_chain How's life?

From playlist Programming

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Markov Chains: n-step Transition Matrix | Part - 3

Let's understand Markov chains and its properties. In this video, I've discussed the higher-order transition matrix and how they are related to the equilibrium state. #markovchain #datascience #statistics For more videos please subscribe - http://bit.ly/normalizedNERD Markov Chain ser

From playlist Markov Chains Clearly Explained!

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Regenerative sequences and processes and MCMC by Krishna Athreya

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Regularized Functional Inequalities and Applications to Markov Chains by Pierre Youssef

PROGRAM: TOPICS IN HIGH DIMENSIONAL PROBABILITY ORGANIZERS: Anirban Basak (ICTS-TIFR, India) and Riddhipratim Basu (ICTS-TIFR, India) DATE & TIME: 02 January 2023 to 13 January 2023 VENUE: Ramanujan Lecture Hall This program will focus on several interconnected themes in modern probab

From playlist TOPICS IN HIGH DIMENSIONAL PROBABILITY

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Regenerative Stochastic Processes by Krishna Athreya

PROGRAM: ADVANCES IN APPLIED PROBABILITY ORGANIZERS: Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah, and Piyush Srivastava DATE & TIME: 05 August 2019 to 17 August 2019 VENUE: Ramanujan Lecture Hall, ICTS Bangalore Applied probability has seen a revolutionary growth in resear

From playlist Advances in Applied Probability 2019

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The Poisson boundary: a qualitative theory (Lecture 2) by Vadim Kaimanovich

Program Probabilistic Methods in Negative Curvature ORGANIZERS: Riddhipratim Basu, Anish Ghosh and Mahan Mj DATE: 11 March 2019 to 22 March 2019 VENUE: Madhava Lecture Hall, ICTS, Bangalore The focal area of the program lies at the juncture of three areas: Probability theory o

From playlist Probabilistic Methods in Negative Curvature - 2019

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Localization schemes: A framework for proving mixing bounds for Markov chains - Ronen Eldan

Computer Science/Discrete Mathematics Seminar II Topic: Localization schemes: A framework for proving mixing bounds for Markov chains Speaker: Ronen Eldan Affiliation: von Neumann Fellow, School of Mathematics Date: March 15, 2022 Two recent and seemingly-unrelated techniques for proving

From playlist Mathematics

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The Poisson boundary: a qualitative theory by Vadim Kaimanovich

Program Probabilistic Methods in Negative Curvature ORGANIZERS: Riddhipratim Basu, Anish Ghosh and Mahan Mj DATE: 11 March 2019 to 22 March 2019 VENUE: Madhava Lecture Hall, ICTS, Bangalore The focal area of the program lies at the juncture of three areas: Probability theory o

From playlist Probabilistic Methods in Negative Curvature - 2019

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On a local Lyapunov function for the McKean-Vlasov dynamics by Rajesh Sundaresan

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

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Cécile Mailler : Processus de Pólya à valeur mesure

Résumé : Une urne de Pólya est un processus stochastique décrivant la composition d'une urne contenant des boules de différentes couleurs. L'ensemble des couleurs est usuellement un ensemble fini {1, ..., d}. A chaque instant n, une boule est tirée uniformément au hasard dans l'urne (noton

From playlist Probability and Statistics

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Prob & Stats - Markov Chains (8 of 38) What is a Stochastic Matrix?

Visit http://ilectureonline.com for more math and science lectures! In this video I will explain what is a stochastic matrix. Next video in the Markov Chains series: http://youtu.be/YMUwWV1IGdk

From playlist iLecturesOnline: Probability & Stats 3: Markov Chains & Stochastic Processes

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Martin Boundaries of Random Walks on Relatively Hyperbolic Groups by Debanjan Nandi

PROGRAM : ERGODIC THEORY AND DYNAMICAL SYSTEMS (HYBRID) ORGANIZERS : C. S. Aravinda (TIFR-CAM, Bengaluru), Anish Ghosh (TIFR, Mumbai) and Riddhi Shah (JNU, New Delhi) DATE : 05 December 2022 to 16 December 2022 VENUE : Ramanujan Lecture Hall and Online The programme will have an emphasis

From playlist Ergodic Theory and Dynamical Systems 2022

Related pages

Harris chain | Markov kernel | Measure (mathematics) | Lebesgue integration | Markov chain | Stochastic process | Subshift of finite type | Dirac measure