Question

Exchanging balls in two urns

score 75 · Answer 1 · 2020-10-14 19:37:52

75

Views

Exchanging balls in two urns

Published on 14 Oct 2020 - 19:37

score 344 · Answer 2 · 2020-10-15 17:32:15

344

Views

How to calculate return time from a transition probability matrix?

Published on 15 Oct 2020 - 17:32

score 248 · Answer 3 · 2026-03-29 15:32:20

248

Views

How to find steady-state probabilities in a queuing system?

Published on 29 Mar 2026 - 15:32

score 78 · Answer 4 · 2020-10-18 14:27:39

78

Views

Finding $\lim_{n \rightarrow \infty} \mathbb{P} (X_{n} = 2 \mid X_{0} =1 ) $ and $\mathbb{E} [ s^{T} \mid X_{0} =1 ]$ for a Markov chain.

Published on 18 Oct 2020 - 14:27

score 27 · Answer 5 · 2020-10-20 13:50:59

27

Views

If $(Y_n)$ is iid, then $Z_n:=\sum_{i=1}^nY_i$ is Markov

Published on 20 Oct 2020 - 13:50

score 25 · Answer 6 · 2020-10-20 19:49:26

25

Views

Relation between the convolution power $\mu^{\ast k}$ of a measure $\mu$ and the composition $κ^k(1,\;\cdot\;)$ of the kernel $κ(x,B):=\mu(x^{-1}B)$

Published on 20 Oct 2020 - 19:49

score 827 · Answer 7 · 2020-10-21 02:25:58

827

Views

Why the process $M_t = \sup_{0\leq s\leq t} W_s$ is not a markov process?

Published on 21 Oct 2020 - 2:25

score 129 · Answer 8 · 2020-10-21 11:06:01

129

Views

Markov chain $Y_n = X_{kn}$, irreducible and reversible

Published on 21 Oct 2020 - 11:06

score 147 · Answer 9 · 2026-03-27 03:45:05

147

Views

Randomly restarted Lévy process is again a Lévy process

Published on 27 Mar 2026 - 3:45

score 46 · Answer 10 · 2026-02-23 11:50:15

46

Views

Reversed version of de Bruijn's identity/Boltzmann H-theorem for Markov processes

Published on 23 Feb 2026 - 11:50

score 348 · Answer 11 · 2026-04-02 10:42:19

348

Views

The jumping times $\tau_k$ of a $\mathcal F$-poisson process $N$ are $\mathcal F$-stopping times and $N_t=\sum_k1_{\left\{\:\tau_k\:\le\:t\:\right\}}$

Published on 02 Apr 2026 - 10:42

score 37 · Answer 12 · 2020-10-26 06:12:58

37

Views

Cutoff for the exclusion process on complete graph

Published on 26 Oct 2020 - 6:12

score 117 · Answer 13 · 2020-10-27 21:15:31

117

Views

Proving markov process of squared variable

Published on 27 Oct 2020 - 21:15

score 425 · Answer 14 · 2020-10-29 09:37:29

425

Views

Definition of sigma-algebra of a continuous time stochastic process in a countable set

Published on 29 Oct 2020 - 9:37

score 42 · Answer 15 · 2020-11-02 16:57:04

42

Views

Invariant distribution of Markov process with discrete time

Published on 02 Nov 2020 - 16:57

List Question

Exchanging balls in two urns

How to calculate return time from a transition probability matrix?

How to find steady-state probabilities in a queuing system?

Finding $\lim_{n \rightarrow \infty} \mathbb{P} (X_{n} = 2 \mid X_{0} =1 ) $ and $\mathbb{E} [ s^{T} \mid X_{0} =1 ]$ for a Markov chain.

If $(Y_n)$ is iid, then $Z_n:=\sum_{i=1}^nY_i$ is Markov

Relation between the convolution power $\mu^{\ast k}$ of a measure $\mu$ and the composition $κ^k(1,\;\cdot\;)$ of the kernel $κ(x,B):=\mu(x^{-1}B)$

Why the process $M_t = \sup_{0\leq s\leq t} W_s$ is not a markov process?

Markov chain $Y_n = X_{kn}$, irreducible and reversible

Randomly restarted Lévy process is again a Lévy process

Reversed version of de Bruijn's identity/Boltzmann H-theorem for Markov processes

The jumping times $\tau_k$ of a $\mathcal F$-poisson process $N$ are $\mathcal F$-stopping times and $N_t=\sum_k1_{\left\{\:\tau_k\:\le\:t\:\right\}}$

Cutoff for the exclusion process on complete graph

Proving markov process of squared variable

Definition of sigma-algebra of a continuous time stochastic process in a countable set

Invariant distribution of Markov process with discrete time

Trending Questions

Popular # Hahtags

Popular Questions