Markov Chain Lecture Notes
Introduction
In these lecture notes we study stochastic processes. In particular we study discrete time countable state processes that satisfy the Markov process, known as Markov Chains.
These notes closely follow the syllabus for the PSTAT160A Stochastic Processes course taught at the University of California Santa Barbara.
Topic Summary
- Preliminary Material:
- Fundamentals of Probability Theory
- Generating Functions
- Markov Chains:
- Markov Property
- State Classification