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Probability of being at a certain point after $N$ steps in Random Walk with a single absorbing barrier

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#probability #markov-chains #random-walk
280
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Upper Bound of Markov Chain Convergence?

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#linear-algebra #probability-theory #markov-chains
2k
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Expected state of a Markov chain

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#probability #reference-request #markov-chains #markov-process
67
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Prove that if $a_k=x_{k1}a_{k-1}+x_{k2}a_{k-2}+\cdots+x_{kt}a_{k-t},$ ($x_{ki}$~U(0,b)) then $\dfrac{\log{a_k}}{k}\to^{p} c$

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#probability #probability-distributions #markov-chains
2.1k
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If $P$ is a regular transition probability matrix then $P^{n^2}$ has no zero element

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#stochastic-processes #markov-chains
365
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Markov chain weak convergence

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#probability-theory #markov-chains #weak-convergence
181
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Gibbs / MCMC sampling for sum of parameters - how to improve slow mixing?

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#statistics #markov-chains #sampling #monte-carlo
149
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Stationary probabilities of markov chain

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#probability-theory #markov-chains
131
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Markov kernels and update functions

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#general-topology #probability-theory #markov-chains
230
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Markov Model transition probability

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#markov-chains
383
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SLLN of Markov chains .

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#probability #statistics #markov-chains #law-of-large-numbers
379
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Conditions for Markov chain

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#markov-chains
649
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Markov chain transition matrix

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#statistics #markov-chains
47
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Stoppingtimes: Why demand $\mathbb{E}[\tau]<\infty$?

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#markov-chains #stopping-times
516
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Intuitive meaning of spectral radius of a Markov chain transition matrix?

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#probability-theory #stochastic-processes #markov-chains

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