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Simple Markov Chain: Random Walk on $\mathbb{Z}$

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#probability #markov-chains #random-walk
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Exercise from Norris' book on Markov chains

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#probability #markov-chains #probability-limit-theorems
1.1k
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Does the function of a random variable have the same transition matrix as the variable itself?

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#markov-chains
253
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Bound spectral radius of a certain matrix.

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#linear-algebra #matrices #eigenvalues-eigenvectors #markov-chains
5k
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Entropy of a Markov chain (right result?)

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#markov-chains #entropy
115
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Calculating the probability in $m$ steps of a Homogeneous Markov Chain

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#probability #markov-chains
74
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Checking the closeness of probability distributions

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#probability #stochastic-processes #markov-chains
328
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Determining invariant probability measure and calculating $\lim_{n}p_{ij}^{(n)}$

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#convergence-divergence #markov-chains
499
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Conditions for birth and death process having only finitely many deaths.

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#stochastic-processes #markov-chains #markov-process
829
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Stationary probability in an M/M/$1$ queue with a lazy server

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#probability #stochastic-processes #markov-chains #queueing-theory #operations-research
473
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Convergence of the number of visits in a Markov Chain

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#probability-theory #markov-chains
616
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Prove or disprove: If $h$ is harmonic on $E$, then $h$ is constant on each $C_i$

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#markov-chains #harmonic-functions
135
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Prove $\Xi (I - P)$ has eigenvalues in the non-negative real half-plane.

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#linear-algebra #matrices #eigenvalues-eigenvectors #convex-analysis #markov-chains
558
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How to prove a matrix norm inequality?

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#linear-algebra #matrices #normed-spaces #markov-chains
1.5k
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Why can a Markov chain having two states and no self-loop have a stationary distribution?

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#markov-chains #stationary-processes

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