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