PHY 28A
Natural Computation and Self-Organization:
The Physics of Information Processing in Complex Systems

Jim Crutchfield
chaos@csc.ucdavis.edu; http://csc.ucdavis.edu/~chaos

Winter
WWW: http://csc.ucdavis.edu/~chaos/courses/poci/

Lecture 11: From determinism to stochasticity—Stochastic Processes

Reading: Lecture Notes.
Topics:

  1. Review last lecture.
  2. Processes: Markov, Order-R, Block
  3. Markov chains
  4. Statistical equilibrium
  5. Hidden Markov processes
  6. Examples: Fair coin, Periodic, Multi-Recurrent, Golden Mean, Even Processes

Reading for next meeting: Lecture Notes.