Question

Lipschitz constant/derivative of the stationary distribution of a Markov chain under perturbations in the transition kernel

score 337 · Answer 1 · 2026-04-11 11:16:43

337

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Lipschitz constant/derivative of the stationary distribution of a Markov chain under perturbations in the transition kernel

Published on 11 Apr 2026 - 11:16

score 120 · Answer 2 · 2026-04-03 12:52:32

120

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Is this a Markov chain when dealing with minimum?

Published on 03 Apr 2026 - 12:52

score 3.2k · Answer 3 · 2026-03-13 00:37:19

3.2k

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What is the main difference between Markov renewal process and Semi-Markov Process?

Published on 13 Mar 2026 - 0:37

score 217 · Answer 4 · 2026-04-15 23:03:13

217

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$(X_n)$ transient Markov chain with transition probability matrix $P = \|P_{ij}\|$. Define $u(i) = \sum P_{i0}^{(n)}$. Then $u(X_n)$ is submartingale

Published on 15 Apr 2026 - 23:03

score 237 · Answer 5 · 2026-04-14 19:18:06

237

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periodic period for Markov Chain

Published on 14 Apr 2026 - 19:18

score 649 · Answer 6 · 2026-04-11 03:25:30

649

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Monotonic convergence of powers of a stochastic matrix

Published on 11 Apr 2026 - 3:25

score 28.9k · Answer 7 · 2026-03-27 02:39:18

28.9k

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How often does it happen that the oldest person alive dies?

Published on 27 Mar 2026 - 2:39

score 2.4k · Answer 8 · 2026-04-14 05:19:51

2.4k

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Asymmetric random walk with unequal step size other than 1.

Published on 14 Apr 2026 - 5:19

score 307 · Answer 9 · 2026-04-10 08:19:44

307

Views

Kolmogorov's forward equation, Tensor, not sure of composition/multiplication rules

Published on 10 Apr 2026 - 8:19

score 80 · Answer 10 · 2026-04-09 16:08:36

80

Views

Markovs inequality for a non-negative random variable, finding a tighter bound.

Published on 09 Apr 2026 - 16:08

score 131 · Answer 11 · 2026-04-13 16:48:41

131

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Projected Markov chain evaluated at hitting times again Markov chain?

Published on 13 Apr 2026 - 16:48

score 891 · Answer 12 · 2026-04-14 05:04:09

891

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Markov chains and conditional probability on subset of state space

Published on 14 Apr 2026 - 5:04

score 1.8k · Answer 13 · 2026-04-11 07:46:50

1.8k

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Hitting times of Markov chain/process have always finite moments?

Published on 11 Apr 2026 - 7:46

score 38.7k · Answer 14 · 2026-04-14 07:21:55

38.7k

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Why Markov matrices always have 1 as an eigenvalue

Published on 14 Apr 2026 - 7:21

score 1.7k · Answer 15 · 2026-04-13 20:56:35

1.7k

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Probability of visiting state $s_1$ of a Markov chain more than $N$ times in $L$ steps.

Published on 13 Apr 2026 - 20:56

List Question

Lipschitz constant/derivative of the stationary distribution of a Markov chain under perturbations in the transition kernel

Is this a Markov chain when dealing with minimum?

What is the main difference between Markov renewal process and Semi-Markov Process?

$(X_n)$ transient Markov chain with transition probability matrix $P = \|P_{ij}\|$. Define $u(i) = \sum P_{i0}^{(n)}$. Then $u(X_n)$ is submartingale

periodic period for Markov Chain

Monotonic convergence of powers of a stochastic matrix

How often does it happen that the oldest person alive dies?

Asymmetric random walk with unequal step size other than 1.

Kolmogorov's forward equation, Tensor, not sure of composition/multiplication rules

Markovs inequality for a non-negative random variable, finding a tighter bound.

Projected Markov chain evaluated at hitting times again Markov chain?

Markov chains and conditional probability on subset of state space

Hitting times of Markov chain/process have always finite moments?

Why Markov matrices always have 1 as an eigenvalue

Probability of visiting state $s_1$ of a Markov chain more than $N$ times in $L$ steps.

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