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

credit

Robert Gallager and MIT OpenCourseWare

license

OpenCourseWare