List questions from markov-process

Published on 23 Feb 2026 - 18:43

666

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How to derive the general solution of the Ornstein-Uhlenbeck process?

Published on 26 Apr 2017 - 23:54

661

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Solving Markov chain by finding eigenvalues/eigenvectors

Published on 27 Apr 2017 - 9:34

971

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Given markov chain $X \rightarrow Y \rightarrow Z$, $X^2 \rightarrow Y^2 \rightarrow Z^2$ is not a Markov chain

Published on 29 Apr 2017 - 12:36

32

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Let $(Y_{n})$ irreducible Marckov Chain and $\pi$ invariant measure. Show that if $\pi(0)\neq 0$ then $Y_{n}\cdots Y_{1}Y_{0}$ eventually vanishes

Published on 29 Apr 2017 - 17:44

5.7k

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A function of a Markov chain is necessarily again a Markov chain?

Published on 02 May 2017 - 15:48

1k

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Markov chain periodicity: finite vs general state space

Published on 03 May 2017 - 10:09

38

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Approximation of Markov sequence

Published on 04 May 2017 - 17:26

94

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About the communicating classes

Published on 23 Feb 2026 - 20:36

677

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How to find a steady state vector for a non-regular markov process?

Published on 25 Mar 2026 - 9:15

840

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What is the transition matrix for this process?

Published on 23 Feb 2026 - 20:39

383

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Find the invariant measure $\pi=(\pi_{1},\pi_{2},\pi_{3})$ for a Markov Chain with transition matrix given.

Published on 23 Feb 2026 - 20:43

354

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Martingale representation theorem and Markov property

Published on 23 Feb 2026 - 15:05

304

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Dynamic Programming: convergence theorems

Published on 27 Mar 2026 - 18:07

183

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A question on Random Walks and Markov Chain

Published on 12 May 2017 - 17:14

List Question

Probability of a coin tossed using Markov Chains

How to derive the general solution of the Ornstein-Uhlenbeck process?

Solving Markov chain by finding eigenvalues/eigenvectors

Given markov chain $X \rightarrow Y \rightarrow Z$, $X^2 \rightarrow Y^2 \rightarrow Z^2$ is not a Markov chain

Let $(Y_{n})$ irreducible Marckov Chain and $\pi$ invariant measure. Show that if $\pi(0)\neq 0$ then $Y_{n}\cdots Y_{1}Y_{0}$ eventually vanishes

A function of a Markov chain is necessarily again a Markov chain?

Markov chain periodicity: finite vs general state space

Approximation of Markov sequence

About the communicating classes

How to find a steady state vector for a non-regular markov process?

What is the transition matrix for this process?

Find the invariant measure $\pi=(\pi_{1},\pi_{2},\pi_{3})$ for a Markov Chain with transition matrix given.

Martingale representation theorem and Markov property

Dynamic Programming: convergence theorems

A question on Random Walks and Markov Chain

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