Fundamental Theorem of Markov Chains

Markov chain tree theorem

The Markov chain tree theorem is a mathematical expression for the stationary distribution of a Markov chain with finitely many states. It sums up terms for the rooted spanning trees of the Markov chain, with a positive combination for each tree. It is related to Kirchhoff's theorem and was first stated by Hill (1966).

2 courses cover this concept

CS 263 Counting and Sampling

Stanford University

Autumn 2022

The course addresses both classic and recent developments in counting and sampling. It covers counting complexity, exact counting via determinants, sampling via Markov chains, and high-dimensional expanders.

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CS 265 / CME 309 Randomized Algorithms and Probabilistic Analysis

Stanford University

Fall 2022

This course dives into the use of randomness in algorithms and data structures, emphasizing the theoretical foundations of probabilistic analysis. Topics range from tail bounds, Markov chains, to randomized algorithms. The concepts are applied to machine learning, networking, and systems. Prerequisites indicate intermediate-level understanding required.

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