Lecture 25: Putting It All Together
author: Robert G. Gallager,
Center for Future Civic Media, Massachusetts Institute of Technology, MIT
recorded by: Massachusetts Institute of Technology, MIT
published: Feb. 11, 2013, recorded: April 2011, views: 2128
released under terms of: Creative Commons Attribution Non-Commercial Share Alike (CC-BY-NC-SA)
recorded by: Massachusetts Institute of Technology, MIT
published: Feb. 11, 2013, recorded: April 2011, views: 2128
released under terms of: Creative Commons Attribution Non-Commercial Share Alike (CC-BY-NC-SA)
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Description
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.
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