Studies

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Markov chains are a universal tool to model real-world processes, including financial markets, reaction kinetics and molecular dynamics.

Topics:

  • Introduction to the theory of Markov chains
  • Estimation of Markov chains from data
  • Estimation uncertainty
  • Transition path theory
  • Analysis of Markov chains
  • Spectral analysis
  • Discretization of continuous Markov processes

Markov chains are a universal tool to model real-world processes, including financial markets, reaction kinetics and molecular dynamics.

Topics:

  • Introduction to the theory of Markov chains
  • Estimation of Markov chains from data
  • Estimation uncertainty
  • Transition path theory
  • Analysis of Markov chains
  • Spectral analysis
  • Discretization of continuous Markov processes

Cross-language

192 162
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AncillaryCourses

Markov chains and markov models

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