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Quant Essentials: Probability Theory & Markov Chains - Part 3 (Must Watch)

The Quant Zone 162 3 months ago
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Link to 1st Part: https://youtu.be/l7fqodwWeII Link to 2nd Part: https://youtu.be/iiQKEc1VGJk Link to Brain Teasers Playlist: https://youtube.com/playlist?list=PLWkcYLdKLyXLXKq62l9DqqNT3yFY3FYlj&si=9eaHLAiSnAU0XlrC In this video, we cover all of the Markov Chains covering concepts like state space, transition matrix, transition graph, absorbing markov chains, different kinds of states that exist in absorbing markov chains, probability of a path taken by random variable, equations of probability of getting absorbed and expected time to be absorbed. Please like the video, share it, and subscribe to my channel, if you have liked my content so far! #quantitativeanalysis #quantitativeaptitude #quant #QuantInterviews #InterviewPrep #DataScience #TechInterviews #Finance #BrainTeasers #quantitativeanalysis #brainteasers #probability #probabilitytheory #brainteaser #brainteaserpuzzles #quantitativeresearch #puzzles #puzzlequestion #quantitativetrading #systematictrading #markovchains #lawoftotalprobability #bayestheorem #absorbingmarkovchains ------------------------------------------------ I do not earn any commissions from the below link: Green Book: A Practical Guide To Quantitative Finance Interviews: https://amz.run/53n3 ------------------------------------------------ Music: Positive Fuse; Musician: French Fuse Thumbnail/EndCard Credits: Myshell AI (https://app.myshell.ai/explore) ------------------------------------------------ My social ids: ------------------------------------------------ LinkedIn: https://www.linkedin.com/in/prakarshd/ X: https://x.com/praduhoon Facebook: facebook.com/duhoonprakarsh Insta: instagram.com/duhoonprakarsh ------------------------------------------------ 00:00 Random Variable (RV) & its sequence 02:42 State Space of RV 03:32 Markov Property 06:10 Homogeneous Markov Chains 08:20 Transition Matrix 10:31 Initial Probability Tuple 12:25 Probability of a Path 17:04 Transition Graph 20:11 State Classification in Markov Chains 26:52 Absorbing Markov Chains 31:14 Probability of Getting Absorbed 38:08 Expected Time to Absorption 41:27 Outro

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