Passejada a l’atzar: estudi de les cadenes de Markov homogènies

Abstract

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2020, Director: David Márquez Carreras[en] The aim of this project is to be able to identify, understand and describe the main properties of a time-homogeneous Markov chain. A discrete stochastic process which the future only depends on the present and not the past is called Markov chain. If, in addition, it is satisfied that the probabilities that determine the chain are time independent, then we talk about time-homogeneous Markov chains. We will focus on these ones, introducing the most relevant concepts and related results. The theoretical concepts will be completed with some examples to ease the comprehension

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