printable pdf
比利时vs摩洛哥足彩 ,
university of california san diego

****************************

food for thought seminar

alex eustis

ucsd

estimating markov chains with differential equations

abstract:

two types of dynamical system are differential equations and markov chains, representing continuous deterministic systems and discrete random systems respectively. for a markov chain in which the jumps are ``small and frequent,'' the individual random jumps can average out to a ``drift'' as in a first-order differential equation. we'll explore a couple of general results of this type and do a couple examples, largely following a paper by darling and norris.

november 19, 2009

10:00 am

ap&m 7321

****************************