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"Number of passages from the state $i$": a strange equality.

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511
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Continuous transition kernel for Markov Chains

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A linear growth model with immigration

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432
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Is the following Markov Chain a martingale?

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#probability-theory #stochastic-processes #markov-chains #martingales
306
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Powers of (large) lower triangular matrix

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#matrices #exponentiation #markov-chains
889
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time-homogeneous continuous time Markov chain

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#stochastic-processes #markov-chains #markov-process
62
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relations between properties of stochastic processess

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#stochastic-processes #markov-chains #markov-process #stationary-processes
555
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References for time-inhomogeneous Markov jump processes?

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#reference-request #stochastic-processes #markov-chains #markov-process
1.2k
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General birth and death process

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#probability #statistics #markov-chains #markov-process
318
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How to prove stationary distribution of a particular MC

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#markov-chains #machine-learning #proof-explanation
7.8k
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Prove that something is a Markov chain

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#probability #probability-theory #markov-chains #markov-process
283
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What does a customer see when it begins to be served in $M/M/1$ queue?

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#probability #probability-theory #stochastic-processes #markov-chains #queueing-theory
2.7k
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Shooting Players shoot at each other, hit implies death. Last survivor wins game. All players play optimally. Find probability of win of each player.

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#probability #probability-theory #markov-chains #game-theory #combinatorial-game-theory
1.5k
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Convergence rate of PageRank, the problem when the second eigenvalue is complex

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#matrices #convergence-divergence #complex-numbers #eigenvalues-eigenvectors #markov-chains
703
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How is the Chapman-Kolmogorov Equation not a fancy name for matrix multiplication?

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#linear-algebra #probability #matrices #markov-chains #markov-process

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