Introduces Hidden Markov Models, explaining the basic problems and algorithms like Forward-Backward, Viterbi, and Baum-Welch, with a focus on Expectation-Maximization.
Explores communicating classes in Markov chains, distinguishing between transient and recurrent classes, and delves into the properties of these classes.
Covers Markov processes, transition densities, and distribution conditional on information, discussing classification of states and stationary distributions.
