Course Queries Syllabus Queries 3 years ago
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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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manpreet![Tuteehub forum best answer]()
Best Answer
3 years ago
I've a syllabus like that..
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