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Period of an irreducible Markov Chain is given by the number of eigenvalues with unit modulus

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#linear-algebra #probability #probability-theory #markov-chains #markov-process
345
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Show that a matrix satisfying certain conditions is non-singular

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#linear-algebra #markov-chains #inverse #markov-process
328
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Markov chain - Stationnary distribution - Unique

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#probability-distributions #markov-process
1.5k
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Example of a Continuous-Time Markov Process which does NOT have Independent Increments

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#probability-theory #stochastic-processes #markov-chains #markov-process #stochastic-analysis
843
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Does an embedded discrete-time Markov chain preserve its properties in continuous time?

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#probability-theory #stochastic-processes #markov-chains #markov-process
300
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Dice Game with 1 die and Payoff Function

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#probability #markov-process
50
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Markov Chains that preserve an ordering of the state space

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#markov-process
322
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Are queues CTMC?

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#stochastic-processes #markov-chains #markov-process #queueing-theory
170
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Simple Random Walk - Why are these two events the same?

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#stochastic-processes #markov-process #random-walk
886
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Kolmogorov forward and Backwards equation interpretation

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#ordinary-differential-equations #stochastic-processes #markov-process
321
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Write out the explicit Kolmogorov forward differential equation

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#probability #ordinary-differential-equations #markov-process
396
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Building a hidden markov model with an absorbing state.

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#reference-request #markov-chains #markov-process #bayesian-network #biology
932
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Markovian Gaussian stationary process with continuous paths

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#stochastic-processes #markov-process #stationary-processes
108
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Distribution of a process dependent on a Markov chain's states

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#probability #probability-distributions #stochastic-processes #markov-chains #markov-process
1k
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How to Prove that a (Centered) Gaussian Process is Markov if and only if this Equation Holds?

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#probability-theory #stochastic-processes #conditional-expectation #markov-process

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