APTS Applied Stochastic Processes Preliminary material
نویسنده
چکیده
After successfully completing this module an APTS student will be able to: I describe and calculate with the notion of a reversible Markov chain, both in discrete and continuous time; I describe the basic properties of discrete-parameter martingales and check whether the martingale property holds; I recall and apply some signi cant concepts from martingale theory; I explain how to use Foster-Lyapunov criteria to establish recurrence and speed of convergence to equilibrium for Markov chains. Learning Outcomes
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