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Random walk exit identities

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#stochastic-processes #markov-chains #random
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Unique steady state vector in relation to regular transition matrix

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#linear-algebra #markov-chains
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Expected value depending on $k$ identically independent exponential distributions

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#stochastic-processes #markov-chains
568
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Perron-Frobenius theorem proof

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#linear-algebra #matrices #markov-chains
296
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Dice game - compute the probability player A wins

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#probability #markov-chains #game-theory #dice
213
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Markov Chain problem from Grimmett and Stirzaker Ex 6.1.2.a

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#markov-chains
152
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Strong markov property of Markov chain

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#probability-theory #markov-chains #stopping-times
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Covariance of a Markov chain

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#real-analysis #probability #functional-analysis #stochastic-processes #markov-chains
74
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Controlling mixing time of metropolis Hastings in terms of original chain?

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#probability-theory #reference-request #markov-chains
1.6k
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Markov's Mouse and the Maze

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#linear-algebra #probability #random-variables #markov-chains
101
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example of an inhomogenenous markov chain

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#probability-theory #markov-chains #matrix-calculus
256
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Prove that a regular probability matrix, aka a left stochastic matrix, has only one linearly independent eigenvector where $\lambda = 1$

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#linear-algebra #stochastic-processes #eigenvalues-eigenvectors #markov-chains
156
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minimum number of steps needed for finite ergodic Markov chains to have all positive state transition probability

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#graph-theory #markov-chains
227
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Problem with the definition of a topological Markov shift

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#graph-theory #definition #dynamical-systems #markov-chains #entropy
42
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Getting Continuous Markov Chain Solution from the Discrete Solution

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#statistics #continuity #markov-chains #markov-process

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