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Hitting times and minimal solution of a linear system

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#linear-algebra #matrices #markov-chains #probability-limit-theorems
718
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A counterexample of reducible Markov chains about Birkhoff's ergodic theorem

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#probability #probability-theory #stochastic-processes #markov-chains #ergodic-theory
61
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What order to define ( time-homogeneous ) Continuous time Markov chains

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#probability #markov-chains
205
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Proof of Strong Markov Property in Liggett

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#expectation #markov-chains #markov-process #stopping-times
59
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Is $P(A,B|C)$ the same as $P(A|B)P(B|C)$?

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#probability #markov-chains
69
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Analyzing Markov chain

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#sequences-and-series #stochastic-processes #random-variables #markov-chains
158
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Why do the sum and difference of coordinates form independent simple random walk?

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#markov-chains #random-walk
523
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Strong Stationary Time of a Markov Chain

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#probability-theory #markov-chains #intuition
453
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Markov chain constant transition matrix

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#probability #markov-chains #transition-matrix
888
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Find the transition matrix for a six-sided die

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#linear-algebra #matrices #stochastic-processes #markov-chains #transition-matrix
699
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Countable state space Markov chain -- positive recurrence & return time

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#probability-theory #stochastic-processes #markov-chains #markov-process
42
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Proving that a certain process is memoryless

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#markov-chains #markov-process
161
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How to find transition probabilities of these Markov sequences?

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#probability #stochastic-processes #markov-chains #markov-process
153
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Inter arrival times Poisson process

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#probability-theory #stochastic-processes #markov-chains #markov-process #poisson-process
323
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Let $X_{n}$, $n \geq 0$, be the two-state Markov chain. Find

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#statistics #stochastic-processes #markov-chains

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