Lecture

Stochastic Models for Communications: Discrete-Time Markov Chains - First Passage Time

Graph Chat

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

Description

This lecture covers the topic of discrete-time Markov chains, focusing on the concept of first passage time. The instructor explains the definition of first passage time, its properties, and how to calculate it in different scenarios. The lecture also delves into the application of first passage time in communication systems, providing real-world examples and practical insights.

This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.

Watch on Mediaspace

Official source

Related concepts (32)

Markov chain

A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs now." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC).

Markov model

In probability theory, a Markov model is a stochastic model used to model pseudo-randomly changing systems. It is assumed that future states depend only on the current state, not on the events that occurred before it (that is, it assumes the Markov property). Generally, this assumption enables reasoning and computation with the model that would otherwise be intractable. For this reason, in the fields of predictive modelling and probabilistic forecasting, it is desirable for a given model to exhibit the Markov property.

Markov property

In probability theory and statistics, the term Markov property refers to the memoryless property of a stochastic process, which means that its future evolution is independent of its history. It is named after the Russian mathematician Andrey Markov. The term strong Markov property is similar to the Markov property, except that the meaning of "present" is defined in terms of a random variable known as a stopping time. The term Markov assumption is used to describe a model where the Markov property is assumed to hold, such as a hidden Markov model.

System

A system is a group of interacting or interrelated elements that act according to a set of rules to form a unified whole. A system, surrounded and influenced by its environment, is described by its boundaries, structure and purpose and is expressed in its functioning. Systems are the subjects of study of systems theory and other systems sciences. Systems have several common properties and characteristics, including structure, function(s), behavior and interconnectivity.

Hidden Markov model

A hidden Markov model (HMM) is a statistical Markov model in which the system being modeled is assumed to be a Markov process — call it — with unobservable ("hidden") states. As part of the definition, HMM requires that there be an observable process whose outcomes are "influenced" by the outcomes of in a known way.

Related lectures (49)

Birth & Death Chains: Analysis & Probabilities

Explores birth and death chains, hitting probabilities, and expected game durations in Markov chains.

Markov Chains: Basics and Applications

Introduces Markov chains, covering basics, generation algorithms, and applications in random walks and Poisson processes.

Markov Chains: Hitting Probabilities

Explores hitting probabilities in Markov chains, covering minimal solutions, proofs, and recursive relationships.

Symmetry and Modulation in Signals & Systems

Explores symmetry relations, modulation techniques, Fourier transform properties, and signal processing effects.

Systems: Properties and Behavior