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Timothee Maurin
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Decks in this class (12)
Preliminaries
What is a stochastic process 1,
What does stochastic mean 2,
What does process mean in a stoch...
19
cards
Discrete time markov processes
What is a markov process 1,
What is the markov property 2,
What is an intuitive explanation ...
19
cards
Classifying discrete time markov processes
What is an irreducible class of s...,
What does it mean for a markov ch...,
What is the definition of recurre...
17
cards
4) Long run behaviour of discrete markov chains
What is the long run behaviour of...,
What is an invariant distribution 2,
What happens if the initial distr...
19
cards
Checking Markov Property and sample problems
What is the first step decomposit...,
How is the law of conditional exp...,
In example 51 how do we compute t...
15
cards
Introduction to Continuous time markov processes
What is the key difference betwee...,
What is the definition of a conti...,
What is the transition probabilit...
15
cards
Holding times, jump chains and transition probabilities for continuous time Markov processes
What is a continuous time markov ...,
What is the distribution of the h...,
Why is the distribution of holdin...
18
cards
The generator matrix and long run behaviour
Kolmogorov s equations kfdes 1,
Kolmogorov s backward equations k...,
The generator matrix q 3
7
cards
Poisson Processes (9)
What is a poisson process 1,
What is the state space of a pois...,
How is a poisson process defined 3
18
cards
Birth - death processes part 1
What is a birth death process 1,
What is the state space of a birt...,
What is the rate of birth n in a ...
14
cards
Birth - death processes part 2
Do all birth death processes have...,
What does theorem 111 state about...,
Are all birth death processes irr...
19
cards
Definitions of state transitions
Class 1,
What happens when there is only o...,
What happens when a state doesn t...
11
cards
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STAT0007
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