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 cumbersome other...

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 Time 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.

Oct 5, 2023 · probability probability-theory solution-verification markov-chains random-walk See similar questions with these tags.

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 on

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 conclude …

Note that this version of the Riesz-Markov-Kakutani theorem is much stronger than the usually stated one, which is concerned positive functionals on $\mathbb {R}$. The fact that the dual norm is the …

6 Tim's characterization of states in terms of closed sets is correct for finite state space Markov chains. Partition the state space into communicating classes. Every recurrent class is closed, but no …

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 mc but that's …

Oct 5, 2019 · markov chain - transient and recurrent states proof Ask Question Asked 6 years, 2 months ago Modified 6 years, 2 months ago