MIT 6.262 Discrete Stochastic Processes - Lecture 25: Putting It All Together
Lecture 25: Putting It All Together
Instructor: Robert Gallager
In this lecture, we put together many of the topics covered throughout the term: martingales; Markov chains; countable state Markov processes; reversibility for Markov processes; random walks; and Wald's identity for two thresholds.
View the complete course: http://ocw.mit.edu/6-262S11
Robert Gallager and MIT OpenCourseWare