Question

Periodicity of a Markov Chain.

score 3.4k · Answer 1 · 2015-10-02 15:30:10

3.4k

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Periodicity of a Markov Chain.

Published on 02 Oct 2015 - 15:30

score 226 · Answer 2 · 2015-10-02 21:55:33

226

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Expected value of visits in a state of a discrete Markov chain

Published on 02 Oct 2015 - 21:55

score 184 · Answer 3 · 2015-10-03 14:26:56

184

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A non-absorbing state of a discrete Markov chain is recurrent if and only if the Green's function explodes at this state

Published on 03 Oct 2015 - 14:26

score 82 · Answer 4 · 2015-10-04 10:58:22

82

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If $x$ is a recurrent state of a discrete Markov chain and the probability to go from $x$ to $y$ is positive, then $y$ is recurrent

Published on 04 Oct 2015 - 10:58

score 62 · Answer 5 · 2015-10-04 23:04:56

62

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Under which conditions on a Markov process $X$ does $\frac 1t\lim_{t\downarrow 0}\operatorname P_x\left[X_t\in B\right]$ exist?

Published on 04 Oct 2015 - 23:04

score 606 · Answer 6 · 2015-10-05 12:24:30

606

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Is a Markov process uniquely determined?

Published on 05 Oct 2015 - 12:24

score 216 · Answer 7 · 2015-10-05 18:54:25

216

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If $X$ is a right-continuous, discrete Markov process, then $\displaystyle\lim_{t\downarrow 0}\operatorname P_x\left[X_t=x\right]=1$

Published on 05 Oct 2015 - 18:54

score 1.2k · Answer 8 · 2015-10-06 05:56:26

1.2k

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How can I find out the missing Markov transition probabilities given an incomplete transition graph?

Published on 06 Oct 2015 - 5:56

score 56 · Answer 9 · 2015-10-07 18:07:52

56

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For a discrete Markov process $X$, the probability that $X$ started in $x$ returns to $x$ is always positive. So, there are no absorbing states?!

Published on 07 Oct 2015 - 18:07

score 3.3k · Answer 10 · 2015-10-09 13:30:56

3.3k

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Convergence of Markov Chain

Published on 09 Oct 2015 - 13:30

score 47 · Answer 11 · 2026-03-29 09:20:49

47

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Distribution of $(X(t_1),X(t_2))$ of a diffusion process $X(t)$

Published on 29 Mar 2026 - 9:20

score 231 · Answer 12 · 2026-03-18 23:48:01

231

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Blackwell's example in Markov process theory and Kolmogorov's extension theorem

Published on 18 Mar 2026 - 23:48

score 391 · Answer 13 · 2015-10-12 02:42:40

391

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how to show if {$Z_n$} is a Markov chain given {$X_n$}

Published on 12 Oct 2015 - 2:42

score 234 · Answer 14 · 2015-10-13 12:09:33

234

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Excursion of random walk conditioning on return

Published on 13 Oct 2015 - 12:09

score 64 · Answer 15 · 2015-10-15 03:41:17

64

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Many Markov chains with one graph

Published on 15 Oct 2015 - 3:41

List Question

Periodicity of a Markov Chain.

Expected value of visits in a state of a discrete Markov chain

A non-absorbing state of a discrete Markov chain is recurrent if and only if the Green's function explodes at this state

If $x$ is a recurrent state of a discrete Markov chain and the probability to go from $x$ to $y$ is positive, then $y$ is recurrent

Under which conditions on a Markov process $X$ does $\frac 1t\lim_{t\downarrow 0}\operatorname P_x\left[X_t\in B\right]$ exist?

Is a Markov process uniquely determined?

If $X$ is a right-continuous, discrete Markov process, then $\displaystyle\lim_{t\downarrow 0}\operatorname P_x\left[X_t=x\right]=1$

How can I find out the missing Markov transition probabilities given an incomplete transition graph?

For a discrete Markov process $X$, the probability that $X$ started in $x$ returns to $x$ is always positive. So, there are no absorbing states?!

Convergence of Markov Chain

Distribution of $(X(t_1),X(t_2))$ of a diffusion process $X(t)$

Blackwell's example in Markov process theory and Kolmogorov's extension theorem

how to show if {$Z_n$} is a Markov chain given {$X_n$}

Excursion of random walk conditioning on return

Many Markov chains with one graph

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