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How to estimate the lower bound of probability of return time in a random walk in $\mathbb{R}^d$?

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#probability #markov-chains #random-walk
261
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Decomposition for the first hitting time

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#probability #stochastic-processes #markov-chains
20
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First-Passage Probabilities in Discrete Markov Chain

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#probability-theory #markov-chains
42
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the queue length X(t) in birth and death process

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#markov-chains #queueing-theory #birth-death-process
48
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Equivalent definition for homogeneous Markov Chains?

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#solution-verification #stochastic-processes #markov-chains #markov-process
63
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Convergence of a Random Walk with a Reflecting Wall to a Steady Distribution

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#probability-theory #probability-distributions #stochastic-processes #markov-chains #random-walk
40
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Uniqueness of optimal stopping time for a one-armed bandit to reach break-even?

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#markov-chains #markov-process #stopping-times
63
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States and Probability

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#probability #markov-chains #finite-state-machine
104
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Card Deck, shuffle top card into deck

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#probability #statistics #markov-chains #card-games
31
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Hitting times for a random walk on a square

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#markov-chains #random-walk
31
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Exponentiate rate matrix for continuous time Markov chain describing elementary transitions between subsets of {1, ..., n}.

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#linear-algebra #markov-chains #matrix-exponential
29
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Discrepancy in Calculating Stationary Distribution of a Markov Chain

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#probability #eigenvalues-eigenvectors #markov-chains #matrix-exponential #simulation
41
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The 2-norm of matrix of a matrix (related to the second-largest singular value)

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#markov-chains #matrix-norms #stochastic-matrices
33
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Unbiased estimate of log-likelihood of Markov bridge

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#markov-chains #machine-learning #sampling #gradient-descent
61
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How to prove null recurrence when there are infinitely many states?

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#probability #probability-theory #solution-verification #markov-chains #markov-process

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