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Finite Markov chains

By Lidia Pinilla Peralta

Abstract

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2015, Director: David Márquez CarrerasThe purpose of this final project is to study and understand finite Markov chains. First of all, the topic is introduced by definitions and relevant properties. Subsequently, how to classify the chains will be the point in question. Finally, it is analyzed the behaviour of the chain in the long-time. Furthermore, different examples will be exposed throughout the project, to show how Markov chains work and make them easier to comprehend

Topics: Processos de Markov, Treballs de fi de grau, Equacions diferencials estocàstiques, Markov processes, Bachelor's thesis, Stochastic differential equations
Year: 2015
OAI identifier: oai:diposit.ub.edu:2445/96003

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