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How to derive the variance of the nth generation of a branching process?

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#probability #stochastic-processes #markov-chains #markov-process #variance
359
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How to calculate probability of ultimate extinction of a birth-death process

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#probability #stochastic-processes #markov-chains #markov-process #birth-death-process
335
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Calculating hitting probabilities of a Markov chain

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#probability #stochastic-processes #markov-chains #markov-process
291
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Calculating hitting times of a Markov chain

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#probability #stochastic-processes #markov-chains #markov-process
124
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Expected value and variance for a biased 1d random walk with a boundary condition

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#probability #markov-process #random-walk
144
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Stopping times on Markov chains: what is this symbol $X_\tau$? Am I blind?

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#markov-chains #markov-process
70
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Why can't I get the right stationary vector for this markov chain

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#matrices #markov-chains #matrix-equations #markov-process
90
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Recurrent (transient) in CTMC

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#probability-theory #stochastic-processes #markov-chains #markov-process
123
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Why is this Markov Property a consequence of the one of Brownian Motion?

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#stochastic-processes #brownian-motion #markov-process
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Prove that the Markov chain is reversible if and only if there exist a diagonal matrix D and a symmetric matrix A such that P = AD.

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#markov-chains #markov-process
492
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Reversibility of Markov Chains

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#stochastic-processes #markov-chains #markov-process #random-walk
71
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Integrating indicator function with jump Markov process

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#probability #integration #markov-process
32
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Irreducibility and invariant measure of diffusions

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#stochastic-processes #stochastic-calculus #markov-process
246
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Why do Markov processes have exponentially distributed waiting times?

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#probability #probability-distributions #markov-process
58
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How to update the state of this optimal control problem?

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#markov-process #optimal-control

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