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Transition rates and probabilities of a continuous markov chain

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#probability-theory #markov-chains
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Is it worth playing this game of St. Petersburg paradox?

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Limiting distribution of a Markov chain?

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#stochastic-processes #markov-chains #markov-process
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#probability #probability-theory #stochastic-processes #markov-chains #random-walk
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A question about the translation property Markov kernel

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341
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Identifying markov chains

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#probability #markov-chains
173
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Merging rates on a CTMC model

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#markov-chains #markov-process #poisson-distribution
442
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Birth-death process: What is the distribution of reached states before reaching an absorbing state?

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#linear-algebra #probability #probability-distributions #markov-chains #markov-process
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Long term probability in Markov Chains

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#stochastic-processes #markov-chains
320
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Transition probability matrix

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#stochastic-processes #markov-chains
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Do the matrices representing Markov chains need to be square?

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#matrices #markov-chains #stochastic-matrices
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Absorbing states and Irreducible sets

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#matrices #markov-chains
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Existence of steady state distribution for finite state Markov chains

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#stochastic-processes #markov-chains #markov-process
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Distribution of continuous time markov chain

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#probability-distributions #continuity #markov-chains #stationary-processes
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Sum of i.i.d. random variables is a markov chain

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#probability #probability-theory #markov-chains #conditional-expectation

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