【英字】MIT公开课 离散随机过程

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2016-09-06 18:52:29
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OCW原地址: http://ocw.mit.edu/6-262S11 || 自压360P,Discrete Stochastic Processes,原地址有课件和习题辅助学习。是真心想传Sloan的Advanced Stochastic Processes,更贴近金融应用,奈何人家不出视频。
男怕入错行❌号没被盗,只是金融太难了。。聊聊财经深度话题
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1. Introduction and Probability Review
01:16:28
2. More Review; The Bernoulli Process
01:08:21
3. Law of Large Numbers, Convergence
01:21:30
4. Poisson (the Perfect Arrival Process)
01:17:15
5. Poisson Combining and Splitting
01:24:34
6. From Poisson to Markov
01:19:18
7. Finite-state Markov Chains; The Matrix Approach
55:35
8. Markov Eigenvalues and Eigenvectors
01:23:39
9. Markov Rewards and Dynamic Programming
01:23:38
10. Renewals and the Strong Law of Large Numbers
01:21:55
11. Renewals Strong Law and Rewards
01:18:19
12. Renewal Rewards, Stopping Trials, and Wald s Inequality
01:26:23
13. Little, M G 1, Ensemble Averages
01:14:54
14. Review
01:19:21
15. The Last Renewal
01:15:45
16. Renewals and Countable-state Markov
01:19:42
17. Countable-state Markov Chains
01:23:47
18. Countable-state Markov Chains and Processes
01:16:31
19. Countable-state Markov Processes
01:22:16
20. Markov Processes and Random Walks
01:23:11
21. Hypothesis Testing and Random Walks
01:25:25
22. Random Walks and Thresholds
01:21:19
23. Martingales (Plain, Sub, and Super)
01:22:41
24. Martingales Stopping and Converging
01:20:46
25. Putting It All Together
01:21:29
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