Discrete time Markov chains: a comprehensive theoretical review
Meli, Simone Angelo (A.A. 2024/2025) Discrete time Markov chains: a comprehensive theoretical review. Tesi di Laurea in Quantitative models for data science, Luiss Guido Carli, relatore Marta Leocata, pp. 40. [Bachelor's Degree Thesis]
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Abstract/Index
Discrete time Markov chains. Foundations and basic properties. Communicating classes and state structure. Hitting times and absorption probabilities. Stopping times and the strong Markov property. Recurrence and transience. Recurrence and transience in infinite-state Markov chains. Invariant distributions. Convergence to equilibrium.
References
Bibliografia. p. 39.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18) |
| Chair: | Quantitative models for data science |
| Thesis Supervisor: | Leocata, Marta |
| Academic Year: | 2024/2025 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 09 Dec 2025 13:43 |
| Last Modified: | 09 Dec 2025 13:43 |
| URI: | https://tesi.luiss.it/id/eprint/44313 |
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