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question from JR norris chapter 3

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#stochastic-processes #markov-chains #markov-process #renewal-processes
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Does the Markov property still hold for time-reverse of a Markov chain?

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#stochastic-processes #markov-chains #markov-process
191
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How to maximize the steady state transition probability for a state in a Markov chain by altering that state's outgoing transition probabilities?

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#linear-algebra #markov-chains #markov-process #transition-matrix
278
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Diagonal of (self) product of doubly stochastic transition matrix

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#probability #matrices #stochastic-processes #markov-chains #stochastic-matrices
275
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Random Walk Around A Circle

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#probability #markov-chains #markov-process #random-walk
111
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Discrete null recurrent Markov chain implies that $\lim_{n\to \infty} P(X_n=j) = 0$

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#inequality #proof-explanation #markov-chains
1k
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What is an example of a positive recurrent Continuous-time Markov Chain whose embedded Markov Chain is null recurrent?

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#stochastic-processes #markov-chains #markov-process
96
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Solution to Poisson's equation for linear function

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#markov-chains #ergodic-theory #poissons-equation
157
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"one step transition probability" for simple random walk

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#stochastic-processes #markov-chains #markov-process #random-walk
67
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Markov process determined by its second-order distribution...

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#stochastic-processes #markov-chains
136
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Conductance of random walk on a square

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#probability-theory #graph-theory #markov-chains
33
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swapping integration order in renewal theory

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#integration #markov-chains #renewal-processes
609
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How can I show that state $0$ is positive recurrent?

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#stochastic-processes #markov-chains
392
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Positive/Null recurrence of Continuous Time Markov chain and its embedded chain

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#probability #probability-theory #probability-distributions #stochastic-processes #markov-chains
78
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Index translation of a Markov chain

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#probability #probability-theory #markov-chains

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