Question

If $(X_t)$ is a Markov chain then $P(X_t=i|X_0=i)=\sum\limits_{k=1}^tP(X_1 \neq i, X_2\neq i,...,X_k=i,X_t=i|X_0=i)$

score 119 · Answer 1 · 2026-04-16 11:54:46

119

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If $(X_t)$ is a Markov chain then $P(X_t=i|X_0=i)=\sum\limits_{k=1}^tP(X_1 \neq i, X_2\neq i,...,X_k=i,X_t=i|X_0=i)$

Published on 16 Apr 2026 - 11:54

score 388 · Answer 2 · 2026-05-10 14:56:43

388

Views

Law of large numbers for Markov Chains

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score 50 · Answer 3 · 2026-04-15 16:02:31

50

Views

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score 38 · Answer 4 · 2026-04-17 09:01:49

38

Views

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score 158 · Answer 5 · 2026-05-10 12:42:09

158

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1.1k

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54

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209

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522

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score 3.4k · Answer 10 · 2026-04-14 12:37:36

3.4k

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338

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232

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score 329 · Answer 13 · 2026-05-10 16:06:00

329

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483

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score 694 · Answer 15 · 2026-05-10 14:51:59

694

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List Question

If $(X_t)$ is a Markov chain then $P(X_t=i|X_0=i)=\sum\limits_{k=1}^tP(X_1 \neq i, X_2\neq i,...,X_k=i,X_t=i|X_0=i)$

Law of large numbers for Markov Chains

Stochastic Process: Is this a mistake or am I misunderstanding? (general two-state markov chain and finding $P(T\ge n)$

Difference between the joint probability $P(x_2,t_2;x_1,t_1)$ and the conditional probability $P(x_2,t_2|x_1,t_1)$

Is the sequence of return times a Markov Chain?

Stochastic Process: Shuffling a Card deck using random transpositions shuffle.

the average number of time period

physical intuition behind the probability transition of a probability matrix

Expected distance of the random walk at a random stopping time

Mean return time Markov Chain

Probability reaching recurrent states Markov chain

Stochastic Matrices Question

Stationary distribution for a Markov Chain on an uncountable space

"Distance" between distributions and convergence of Markov chains

transition rates from transition probabilities

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