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Concept · from MIT 6.041SC Probabilistic Systems Analysis and Applied Probability

Markov Chains

About these materials

MIT's own material for this topic, in MIT's order: Lecture 16: Markov Chains - I; Lecture 17: Markov Chains - II; Lecture 18: Markov Chains - III.

Source: MIT OpenCourseWare 6.041SC Probabilistic Systems Analysis and Applied Probability, Fall 2013, Prof. John Tsitsiklis — original course page on ocw.mit.edu ↗. License: CC BY-NC-SA 4.0. Order: the items appear in the order MIT's own session page lists them; the sessions follow MIT's sequence. Taken from MIT's published course files, downloaded from ocw.mit.edu on September 23, 2026. How RedLectern is built.

Lecture 16: Markov Chains - I

MIT 6.041SC · Unit III: Random Processes · This session on MIT OpenCourseWare ↗

Lecture Activities

  1. Lecture 16 VideoLecture video · transcript Watch

Recitation Problems and Recitation Help Videos

Recitation Problems and Recitation Help Videos · Recitation Help Videos

  1. Setting Up a Markov ChainProblem-solving video Watch
  2. Markov Chain Practice 1Problem-solving video Watch

Tutorial Problems

Lecture 17: Markov Chains - II

This session on MIT OpenCourseWare ↗

Lecture Topics

  1. Lecture 17 VideoLecture video · transcript Watch

Problem Set and Solutions

Lecture 18: Markov Chains - III

This session on MIT OpenCourseWare ↗

Lecture Topics

  1. Lecture 18 VideoLecture video · transcript Watch

Tutorial Problems and Tutorial Help Videos

Tutorial Problems and Tutorial Help Videos · Tutorial Help Videos

  1. Mean First Passage and Recurrence TimesProblem-solving video Watch

Where this sits in MIT 6.041SC

Open this session in the full course 6.041SC Probabilistic Systems Analysis and Applied Probability: all units →

MIT OpenCourseWare, Prof. John Tsitsiklis, 6.041SC Probabilistic Systems Analysis and Applied Probability, Fall 2013.

License: CC BY-NC-SA 4.0 · Edition: Fall 2013 · Open the original course on OCW ↗

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