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Probability of losing lotteries needed

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#probability #probability-theory #probability-distributions #markov-chains #markov-process
343
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Limit distributions for Markov chains $X\to\sqrt{U+X}$

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#probability-theory #stochastic-processes #markov-process
92
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Convergence of Markov process as some rates tend to infinity

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#stochastic-processes #markov-process #stationary-processes
65
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Steady state distribution needed

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#markov-chains #markov-process #queueing-theory
38
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Filtering/MCMC methods for this HMM

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#stochastic-processes #markov-chains #markov-process
733
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Is the infinitesimal generator for Lie groups the same as the infinitesimal generator of a Markov semigroup?

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#soft-question #stochastic-processes #terminology #lie-groups #markov-process
98
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concise book on MDPs with stress on solving them using DP

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#book-recommendation #markov-process #dynamic-programming
69
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Fractional powers of Markov generators

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#functional-analysis #partial-differential-equations #stochastic-processes #markov-process #semigroup-of-operators
55
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Optimal average utility of the processing network needed

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#stochastic-processes #markov-process #queueing-theory
150
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ergodic theorem for expectation of positive recurrent diffusion

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#probability-theory #stochastic-processes #markov-process #ergodic-theory
109
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Differences of Markov chain is Markov

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#probability #markov-chains #markov-process
119
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Is this a Markov chain when dealing with minimum?

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#probability #markov-chains #markov-process
3.2k
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What is the main difference between Markov renewal process and Semi-Markov Process?

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#probability-theory #stochastic-processes #markov-chains #markov-process #renewal-processes
1.8k
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Hitting times of Markov chain/process have always finite moments?

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#probability-theory #markov-chains #markov-process
38.7k
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Why Markov matrices always have 1 as an eigenvalue

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#linear-algebra #intuition #markov-chains #markov-process #alternative-proof

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