Properties of Markov chains - Mathematics Stack Exchange
We covered Markov chains in class and after going through the details, I still have a few questions. (I encourage you to give short answers to the question, as this may become very …
probability - Understanding the "Strength" of the Markov Property ...
Jan 13, 2024 · The strong markov property is an altogether different animal because it requires deep understanding of what a continuous time markov chain is. Yes, brownian motion is a ct …
Using a Continuous Time Markov Chain for Discrete Times
Jan 25, 2023 · Continuous Time Markov Chain: Characterized by a time dependent transition probability matrix "P (t)" and a constant infinitesimal generator matrix "Q". The Continuous …
Markov process vs. markov chain vs. random process vs. stochastic ...
Markov processes and, consequently, Markov chains are both examples of stochastic processes. Random process and stochastic process are completely interchangeable (at least in many …
property about transient and recurrent states of a Markov chain
Dec 25, 2020 · All states of a finite irreducible Markov chain are recurrent. As irreducible Markov chains have one class, statement $1$ implies all states are either transient or recurrent.
probability - How to prove that a Markov chain is transient ...
Oct 5, 2023 · probability probability-theory solution-verification markov-chains random-walk See similar questions with these tags.
'Snakes and Ladders' As a Markov Chain? - Mathematics Stack …
Oct 3, 2022 · If this was the original game of Snakes and Ladders with only one die, I have seen many examples online that show you how to model this game using a Markov Chain and how …
Relationship between Eigenvalues and Markov Chains
Jan 22, 2024 · I am trying to understand the relationship between Eigenvalues (Linear Algebra) and Markov Chains (Probability). Particularly, these two concepts (i.e. Eigenvalues and …
Pólya Urn - is it a Markov chain? - Mathematics Stack Exchange
Explore related questions probability stochastic-processes markov-chains polya-urn-model See similar questions with these tags.
probability - What is the steady state of a Markov chain with two ...
Feb 27, 2024 · The time it spends in each state converge to $\frac12$, but the probability to be in a state is entirely determined by whether the time is even or odd. A Markov chain on a finite …