Media Summary: Okay that was all rather technical so i think it would be helpful now if we looked at some simple So think about this if you're sitting at i you've got all these transition rates you've got qi1 to state one and you've got qi2 to state In this video we'll see an application of the Martingale Stopping Theorem, to finding the hitting times of random walks.
Math2750 17 2 Examples - Detailed Analysis & Overview
Okay that was all rather technical so i think it would be helpful now if we looked at some simple So think about this if you're sitting at i you've got all these transition rates you've got qi1 to state one and you've got qi2 to state In this video we'll see an application of the Martingale Stopping Theorem, to finding the hitting times of random walks.
