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How does changing a transition matrix change the corresponding invariant distribution?

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#linear-algebra #markov-chains #markov-process
101
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Discrete-Time Markov Chain example

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#discrete-mathematics #stochastic-processes #markov-chains #markov-process
43
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Intuitive way to look at $f(X_n)$ for a sequence of random variables $X_n$.

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#probability #soft-question #markov-chains #martingales
43
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Poisson Distribution and Markov Chain for Camera Stock

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#stochastic-processes #markov-chains #poisson-distribution
212
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Markov chains exercise

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#markov-chains
487
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Markov chain, probability of hitting some state before another

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#probability #probability-theory #markov-chains
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20-sided dice 100 rounds game

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#probability #markov-chains #martingales #dice #algorithmic-game-theory
79
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Expected time to absorption in Markov Chain

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#probability #statistics #markov-chains
74
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Probability of survival in game of numbered blue and red balls

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#probability #combinatorics #markov-chains
875
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Proof of the Markov Property

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#probability #probability-theory #markov-chains #conditional-probability
43
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Difference of Value functions in Markov decision Processes

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#probability #probability-theory #expected-value #markov-chains #markov-process
53
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How to take the proper limit of this Markov Chain?

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#ordinary-differential-equations #limits #markov-chains #markov-process
56
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Showing a particular equivalence for transient states in a Markov Chain

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#probability #stochastic-processes #markov-chains #conditional-probability
85
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Convergence of derivative of continuous Markov chain

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#linear-algebra #limits #derivatives #solution-verification #markov-chains
153
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Why the Markov chain transition matrix doesn't have an eigenvalue $\lambda=1$?

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#markov-chains #spectral-theory #quantum-mechanics #monte-carlo #quantum-information

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