Operations Research 13B: Markov Chain n-Step Transition

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In this video, I'll talk about how to calculate the n-step transition probabilities of a Markov chain.

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Hi Guys, please comment and let me know what you think about this Operations Research Open Course. Your feedback is really appreciated. If you enjoy the video, please subscribe and share. All my replies here are only related to the content in my own videos. I am afraid I won't be able to answer other questions. Thanks for your understanding.

YongWang
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Very understandable and clear explanation, thank you !

betulontheway
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On the last slide it should say p11(3)=0.781 but aside from that, thanks for the help

saif
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Great presentation, and greater teaching .. thank you so much 💐

LeilaRmaths
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hello, sir, thanks for your explanation. if i have a scenario: for a state space: [ 0, 1, 2, 3, ...], if i stay in i and i is nonzero state, and i have p probability to move to i+1 state and have 1-p probability to move to i-1 state, if i is zero, then it will return to itself in 1-p and move to 1 in p. so, in this case, i could know that the period of the chain is 1 (aperiodic) since it is irreducible and the period of i is zero is 1, but how to make the stationary distribution exist based on pai *p = pai, and what is the stationary distribution of the chain? i dont know how to find distribution since the chain is infinitive, thank you sir!!!

chowterry
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What if the question asked to know the 25th step?

victormendes
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Very understandable and wonderful explanation. Thank you!

yaseenal-wesabi