Discrete-Time Markov Chains and Poisson Processes
Discrete-Time Markov Chains and Poisson Processes. Instructor: Prof. Ayon Ganguly, Department of Mathematics, IIT Guwahati. In this course we will cover discrete-time Markov chains and Poisson Processes. Knowledge of basic probability is essential for this course. The mathematical rigor of the course will be at an undergraduate level. We will cover from basic definition to limiting probabilities for both discrete -time Markov chains. We will discuss in detail Poisson processes, the simplest example of a continuous-time Markov chain. The course will involve a lot of illustrative examples and worked out problems. (from nptel.ac.in)
| Lecture 13 - Passage Time and Excursion |
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