Tutorial: Markov chains, some examples and basic properties
Channel: Nils Berglund
Date: 2023-11-05

We will discuss a few simple examples of Markov chains, and some of their most important properties. The talk covers first absorbing Markov chains, and then irreducible Markov chains. 

Intro: 0:00
Mouse in a maze: 1:03
Penney's game: 9:37
Absorbing chains: 15:00
Random texts: 35:21
Ehrenfest urns: 43:34
Irreducibility: 45:10
Recurrence: 49:17
Period: 51:51
Invariant probability: 54:48
Random walks: 1:08:44 

Tutorial on irreversibility: https://youtu.be/zLJhUrNC_hI
Tutorial on MCMC methods: https://youtu.be/M6ta3hr0y0A

Lecture notes on Markov chains (in French): https://cel.hal.science/cel-00439562

#markov_chain