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EDGAR MARKOV AT A GLANCE

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This is a great lecture at MIT by David Shirokoff on Markov Chains. He covers the fundamentals of Markov Chains using a simple particle movement example. He starts by explaining how a particle moves between two positions, A & B, with different probabilities. From there, the talk converts the problem into matrix form using a Markov matrix. The main topics covered are: - Transition probabilities - Markov matrices - Probability vectors - Matrix multiplication in Markov Chains - Finding probabilities after n steps - Eigenvalues and eigenvectors - Matrix diagonalization - Long-term steady state distribution
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