List questions from markov-chains

Published on 07 Dec 2018 - 17:30

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Period of each state

Published on 26 Mar 2026 - 11:07

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Random walk on $\{0,1,...,k\}$, find the average gain in 10 000 steps

Published on 26 Mar 2026 - 3:11

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Reference Markov martingale Harmonic function

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How to find probability transition matrix for continuous time markov chain?

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If $Y$ is a Markov chain and $h>0$, why is $(Y_{\lfloor t/h\rfloor})_{t\ge0}$ not a Markov process?

Published on 26 Mar 2026 - 11:01

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Why does $P(Q_t = q | X_{0:L} = i_{0:L}) = P(Q_t = q, X_{0:L} = i_{0:L})$?

Published on 26 Mar 2026 - 11:01

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Generalization of an absorbing Markov Chain

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State probabilities of a markov chain with multiple absorbing states

Published on 13 Dec 2018 - 5:59

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Continuous Markov chain - expected time

Published on 13 Dec 2018 - 18:12

189

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Classification of states and chains in Markov Chain

Published on 15 Dec 2018 - 9:16

150

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Markov measure on cylinders

Published on 26 Mar 2026 - 4:30

360

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Markov Chain Construction

Published on 16 Dec 2018 - 5:15

218

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Gamblers ruin difference equation says he'll never reach goal if $p=\frac 1 2$

Published on 16 Dec 2018 - 5:35

73

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Mean number of replications in a birth-death process conditioned on extinction

Published on 18 Dec 2018 - 4:44

List Question

General techniques for coupling a set of random variables with mutual dependence

Period of each state

Random walk on $\{0,1,...,k\}$, find the average gain in 10 000 steps

Reference Markov martingale Harmonic function

How to find probability transition matrix for continuous time markov chain?

If $Y$ is a Markov chain and $h>0$, why is $(Y_{\lfloor t/h\rfloor})_{t\ge0}$ not a Markov process?

Why does $P(Q_t = q | X_{0:L} = i_{0:L}) = P(Q_t = q, X_{0:L} = i_{0:L})$?

Generalization of an absorbing Markov Chain

State probabilities of a markov chain with multiple absorbing states

Continuous Markov chain - expected time

Classification of states and chains in Markov Chain

Markov measure on cylinders

Markov Chain Construction

Gamblers ruin difference equation says he'll never reach goal if $p=\frac 1 2$

Mean number of replications in a birth-death process conditioned on extinction

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