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 …
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 …
reference request - What are some modern books on Markov …
I would like to know what books people currently like in Markov Chains (with syllabus comprising discrete MC, stationary distributions, etc.), that contain many good exercises. Some such book …
probability theory - 'Intuitive' difference between Markov Property …
Aug 14, 2016 · My question is a bit more basic, can the difference between the strong Markov property and the ordinary Markov property be intuited by saying: "the Markov property implies …
reference request - Good introductory book for Markov processes ...
Nov 21, 2011 · Which is a good introductory book for Markov chains and Markov processes? Thank you.
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.
what is the difference between a markov chain and a random walk?
Jun 17, 2022 · I think Surb means any Markov Chain is a random walk with Markov property and an initial distribution. By "converse" he probably means given any random walk , you cannot …
When does equality in Markov's inequality occur? [duplicate]
When does equality in Markov's inequality occur? [duplicate] Ask Question Asked 11 years, 9 months ago Modified 7 years, 9 months ago
probability theory - Expected first return time of Markov Chain ...
Feb 1, 2015 · Expected first return time of Markov Chain Ask Question Asked 10 years, 9 months ago Modified 7 years, 9 months ago
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 …