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 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 …

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.

Apr 25, 2017 · A Markov process is basically a stochastic process in which the past history of the process is irrelevant if you know the current system state. In other words, all information about the …

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

I am looking for a book (or online article (s)) on Markov decision processes that contains lots of worked examples or problems with solutions. The purpose of the book is to grind my teeth on some …

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

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 that a Markov …

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 …

8 (I know that there are numerous questions on this, but my problem is in actually solving the equations, which isn't the problem in other questions.) I'm trying to figure out the steady state probabilities for a …