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  1. Discrete-time Markov chains
    1. Chapman-Kolmogorov’s equations
    2. classification of states
    3. stationary distributions
    4. hitting times
    5. examples: random walks, branching processes
  2. Continuous-time Markov Chains
    1. Kolmogorov’s equations
    2. stationary distributions
    3. examples: Poisson process, birth and death process