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An application of Markov property

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#probability-theory #stochastic-processes #markov-chains #markov-process
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Showing a process is a markov process

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#stochastic-processes #markov-chains #markov-process
44
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Interrogating the results of a Markov-chain simulation - Help and feedback highly appreciated

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#markov-chains #markov-process #simulation #python
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Difference between embedded chain and continuous-time Markov chain

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#markov-chains #birth-death-process
518
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Small diameter, mixing time, and Expander graphs

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#combinatorics #graph-theory #markov-chains #geometric-group-theory #spectral-graph-theory
50
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$\sum\limits_{j=1}^{\infty}\sum\limits_{k=1}^{j}P(N=j)=\sum\limits_{k=1}^{\infty}P(N\geq k)$

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#sequences-and-series #probability-theory #summation #proof-explanation #markov-chains
1k
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Markov chain: infinite number of stationary distributions

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#markov-chains
33
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Markov Chain, Irreducible, Stationary distribution

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#stochastic-processes #markov-chains
70
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Independence in Markov's chains.

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#probability-theory #markov-chains
51
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Calculating return probability to $0$ for SRW on $\mathbb{Z}$

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#real-analysis #probability-theory #markov-chains
70
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Simplifying summation of binomials

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#markov-chains #random-walk #binomial-distribution #multinomial-theorem
36
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If detailed balance does not hold, then it does not hold at any time

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#probability #probability-theory #markov-chains
610
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Given probability vectors $x$ and $y$, how can I compute probability vector of $z = x + y$ using linear algebra operations

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#linear-algebra #probability #markov-chains
169
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Expected Growth of General Pure Birth Process

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#stochastic-processes #markov-chains #markov-process #birth-death-process
127
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Irreducible aperiodic Markov chain $P$ with invariant distribution implies $p_{ij}^{(n)} \rightarrow \pi_j$

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#markov-chains

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