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Markov Chain that isn't Irreducible

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#markov-chains
586
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Example of a markov chain that has a distribution that converges to some limit.

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#markov-chains
183
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For a finite state irreducible aperiodic MC, show that $P^{d^2}$ has all coordinates positive.

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#linear-algebra #probability #probability-theory #markov-chains
1.1k
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Show that a function of a markov chain is not a markov chain

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#markov-chains
256
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Question regarding regular stochastic matrix

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#probability #matrices #stochastic-processes #markov-chains
35
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Finding the stationary distribution of specific homogeneous Markov chain and determining its uniqueness

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#stochastic-processes #markov-chains
448
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Pure Birth Question. Find the probability that the population at time $t$ is an odd # given it starts at $0$.

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#probability #probability-theory #stochastic-processes #markov-chains #birth-death-process
120
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Reducing sequential correlations in Metropolis Algorithm

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#markov-chains #correlation #monte-carlo
55
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A problem on random q-colourings of a graph for randomly chosen vertex

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#probability-theory #algorithms #markov-chains
327
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Are queues CTMC?

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#stochastic-processes #markov-chains #markov-process #queueing-theory
398
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A relation between first passage time and occupation time

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#probability #stochastic-processes #markov-chains
972
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Snakes and Ladders and Sample Space

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#probability #statistics #discrete-mathematics #markov-chains #data-analysis
408
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Prove that this transformation of a stochastic matrix (or markov chain) is still a stochastic matrix (or markov chain)

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#linear-algebra #markov-chains
396
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Building a hidden markov model with an absorbing state.

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#reference-request #markov-chains #markov-process #bayesian-network #biology
3.2k
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Expectation of stopping time on a random walk

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#markov-chains #random-walk #stopping-times

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