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Course Queries Syllabus Queries 2 years ago
Posted on 16 Aug 2022, this text provides information on Syllabus Queries related to Course Queries. Please note that while accuracy is prioritized, the data presented might not be entirely correct or up-to-date. This information is offered for general knowledge and informational purposes only, and should not be considered as a substitute for professional advice.
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Markov chains with finite and countable state space. Classification of states. Limiting behavior of n state transition probabilities. Stationary distribution. Branching process. Random walk. Gambler’s ruin problem. Markov processes in continuous time. Poisson’s process Partial correlation. Multiple correlation. Advanced theory of linear estimation
Standard texts on Markov chains are :
Markov processes in cont. time is a more advanced subject. Literature suggestions: Last chapter in Cinlar: Probability and Stochastics; Getoor/ Blumenthal: Markov Processes and Potential theory.
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