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Stochastic model over a gambling game

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Markov chain long run proportion

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740
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Gambler's ruin Markov chain

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223
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Discrete type Markov chains Long run proportions?

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58
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how to calculate this sum $f_{ij}=\sum\limits_{i=0}^\infty f^{(n)}_{ij}$

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#summation #markov-chains #generating-functions
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Canonical decomposition of absorbing chains

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Trying to Understand Coupling Arguments Through a Simple Markov Chain Example

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233
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Power law of Pure birth-process

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#stochastic-processes #markov-chains #markov-process #poisson-process
605
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Given the Generator Matrix of a Continuous-Time-Markov-Chain, find long-term probability of visiting state B if starting in state A

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194
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Find conditional probability of visiting a state in Continuous-Time-Markov-Chain

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#probability #markov-chains #markov-process
313
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Continuous-time Markov Chain question

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131
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CTMC: If the transition probability is >0 at one moment, then it is also >0 from that moment onwards

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179
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Continuity of the invariant measure of a perturbed Markov chain

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86
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Proposal transition kernel with no covariance for Metropolis-Hastings

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#markov-chains #bayesian #monte-carlo
162
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Dynamic Programming and optimization problem

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