Elementary Introduction to Markov Chains

1/21/03


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Table of Contents

Elementary Introduction to Markov Chains

Stochastic (random) processes

Integer-valued stochastic process

Markov property in discrete time

Transition probabilities

Marginal probabilities

Example 1: Irreversible mutations in discrete generations

Example 2: Reversible mutations in discrete generations

Markov property in continuous time

Transition probabilities in continuous time

Transition intensities

Matrix of transition intensities

Relationship between transition intensities and transition probabilities

Stationarity in time-continuous processes

Example 3: Mutations in continuous time

Reversibility

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Author: kimmel

Email: kimmel@rice.edu

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