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18.445 Introduction to Stochastic Processes (MIT) 18.445 Introduction to Stochastic Processes (MIT)

Description

This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree. The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix. This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree. The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix.Subjects

probability | probability | Stochastic Processes | Stochastic Processes | Markov chains | Markov chains | random walks | random walks | martingales | martingales | Galton-Watsom tree | Galton-Watsom tree | linear algebra | linear algebraLicense

Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative Commons License (Attribution-NonCommercial-ShareAlike). For further information see http://ocw.mit.edu/terms/index.htmSite sourced from

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Description

This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree. The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix.Subjects

probability | Stochastic Processes | Markov chains | random walks | martingales | Galton-Watsom tree | linear algebraLicense

Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative Commons License (Attribution-NonCommercial-ShareAlike). For further information see https://ocw.mit.edu/terms/index.htmSite sourced from

https://ocw.mit.edu/rss/all/mit-allcourses.xmlAttribution

Click to get HTML | Click to get attribution | Click to get URLAll metadata

See all metadata