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Prove that Brownian Motion absorbed at the origin is Markov

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#probability-theory #stochastic-calculus #markov-process
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Select a new value from last $N$ values; how long until the last $N$ are all the same?

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#probability #combinatorics #random-walk #markov-process
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How to find expected time to reach a state in a CTMC?

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#markov-chains #markov-process
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The strong Markov property with an uncountable index set

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#probability-theory #stochastic-processes #markov-process
247
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Reversibility of Markov Process and Exponential Distribution of Transition Rates

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#probability-distributions #stochastic-processes #markov-chains #markov-process
365
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Showing that the Poisson process is characterized by five properties

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#probability-theory #stochastic-processes #markov-process
156
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A Poisson process's distributions

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573
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To every Q-matrix corresponds a unique Markov process

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#probability-theory #stochastic-processes #markov-chains #markov-process
84
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Books about Markov Models

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#reference-request #markov-chains #markov-process
47
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To every Markov process corresponds a Q-matrix?

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#probability-theory #stochastic-processes #markov-process
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In a continuous-time Markov process, is the waiting time between jumps a function of the current state?

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#probability-theory #stochastic-processes #markov-process
864
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Question on the proof of the Blumenthal 0-1 law in textbook.

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#probability #markov-process
148
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"To every Q-matrix corresponds a unique Markov process." Proving uniqueness

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#probability-theory #stochastic-processes #markov-process
475
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Uniqueness of an infinite system of linear ODEs

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#matrices #ordinary-differential-equations #markov-process
667
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Solving Discrete Markov Chain with diagonal band matrix.

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#markov-chains #markov-process

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