Lecture #5: Stationary Probability for a Markov Chain with Examples
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- Опубликовано: 22 авг 2024
- For Book: See the link amzn.to/2NirzXT
This video will discuss the Stationary/Steady-state probability distribution for the Markov Chain.
#OptimizationProbStat
Other videos@DrHarishGarg
Lecture 1: Markov Chain & TPM: • Lecture #1: Stochastic...
Lecture 2: Problems using TPM Part 1: • Lecture #2: Solved Pro...
Lecture 3: Problems using TPM Part 2: • Lecture #3: Solved Pro...
Lecture 4: Problems using TPM Part 3: • Lecture #4: Solved Exa...
Lecture 5: Stationary Probabilities: • Lecture #5: Stationary...
Lecture 6: Chapman-Kolmogorov Equation & Theorem: • Chapman-Kolmogorov Equ...
Hello Dr.Harish,
Thank you so much for your absolutely mind blowing explanations of the Markov chain model. You have a very special gift of breaking down complicated topics. I went through a number of videos before I got to yours and I am so glad I found your channel.
My pleasure.... Thanks for watching...
You can watch full course related to Probability, Statistics and Testing of Hypothesis through my video. Definitely you will learn full. See the playlist in my channel
Thank you so much for your reply. I will watch all your videos on statistics on your channel.
Your teaching technique is very systematic it helps to create a study flow 🙇♂
Hey harish, great work man. Kudos to your hardwork and deep understanding of MC. Spent good learning time here, Thanks.
Many thanks for your appreciation. Keep watching other parts of MC also. I hope you can enjoy alot. Keep sharing with others.
@@DrHarishGarg Sure Man. Open the option for donation.
Great work sir. I am also from IIT roorkee. Nice to see a Thomsonian!
Nice... Glad to see... Kindly share the video to all the students. Hope someone get benefit from the series of the lecture.
Thank you so much Doctor. Really you have content
Thank you Dr. Harish.
thank you sir
Thank you sir ,your teaching process is too much helpful for me
My pleasure. Keep watching and sharing.
Thank you soooo much... Your channel helped me alot!!!! ❤️
Its my pleasure..... Kindly share with others too
One more thing , if it is possible ,please upload lectures for econometrics,
Your way of teaching is really awesome..
Thank you so much sir...
Let me know the content/ topic needed
@@DrHarishGarg Estimation theory: UMVUE, AND COMPLETENESS.
ECONOMETRICS: Sir i am preparing for UPSC ISS EXAM, and i never studied econometrics during my PG,it was not in my core subjects,it is completely new for me, SO I want to make you a request please upload a series of econometrics lectures for the Indian Statistical Service exam or any other..
I will be greatful to you sir.....
Please.....
It's very interesting...
Loved your series sir!
Glad to hear it!
Always welcome... Thanks for comment and watching... Hope you can share with others too
Respected Sir, Thank you for valuable videos .
Can you please upload Classification of States and Chapman Equation ?
OK. I will
if possible can you share the link for classification of states ?
@@mrsmile1387, I didn't get the link for the classification of states. If you cannot find the video, please look at other resources.
Thank you.
Sir, please post lecture on classification of markov chain. Thank you, great videos!
Will try
@@DrHarishGarg Will wait, sir ✨
Thnku so much sir..🙏🙏🙏
thanks
In example 5 how did you find the initial probabilities?
Thanks for your valuable video.....sir when you upload the next video "classificationof the states of the Markov Chain"??
Awesome content Sir. Can you please point me to the next lecture on classification of states. I could not find it in your channel. Thanks
Very soon, will upload
Sir how to find stationary distribution for reducible MC
Sir pls upload irreducibility and other topics of Markov chain
Will try to upload
sir ne ye equations kese solve ki hai plzzz tellllll
Sir when will come lecture number 6
In your example 3 i am getting all the q as [0,0,0] i think you should show that how you calculated this p1,p2,p3 values
Remember that You should consider any two equations and one equation must be q1+q2+q3=1 during solving.
@@DrHarishGarg now I got it thank you sir.
Sir did you upload classification of the states of markov chain ? Continuation of this topic ???
Still not uploaded.... But i will upload soon.
Ok sir thank you
Can you please suggest a book to practice stochastic process questions for competitive exams?
For Book: See the link amzn.to/2NirzXT
🎯🎓🎓🎓🇮🇳
Let {Xn} be a stationary Markov chain such that
P(Xi+1=1|Xi=1)=p1=1-P(Xi+1=0|Xi=1)
P(Xi+1=1|Xi=0)=p0=1-P(Xi+1=0|Xi=0)
and
P(X1=1)=π1=1-P(X1=0) then
π1=p0/(1-p1+p0)
How???
This is easy... Construct a 2x2 TPM matrix of Xi and X_i+1 with state 0 and 1. So your TPM is
[1-p0 p0
1-p1 p1].
Now compute the stationary probability, we will get the required result.
Best wishes. Hope it clears.
How you solve the eq >?
Simple use the calculator ElSE using A^(-1)B
@@DrHarishGarg Can you please send me some resources coz I am having quiz in next 2 hour. Thankss
Thank you sir
My pleasure
Thank you sir