Basics of discrete time Markov chains with finite state space

Speaker: Subhajit Ghosh

Date: 3rd April 2018 (Tuesday)
Time: 09:15 pm-10:15 pm
Venue: Lecture Hall I, Department of Mathematics

Abstract:

In this talk, I shall discuss discrete time Markov chains with finite state space briefly. Mainly, I’ll prove a version of the Perron-Frobenius theorem, which ensures the existence and uniqueness of the stationary distribution for irreducible chains; moreover, if the chain is aperiodic, then the distribution after the nth transition will converge to the stationary distribution.

Prerequisites: Basic Probability and Linear Algebra

 

Area: Probability
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