MIT 6.262 Discrete Stochastic Processes - Lecture 16: Renewals and Countable-state Markov

Lecture 16: Renewals and Countable-state Markov
Instructor: Prof. Robert Gallager

This lecture begins with a review of the 3 major renewal theorems, and then moves on to new topics including countable-state Markov chains and first-passage-time-probability.

View the complete course: http://ocw.mit.edu/6-262S11 

credit

Robert Gallager and MIT OpenCourseWare

license

OpenCourseWare