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Expected hitting time of a random walk on a complete graph

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#linear-algebra #markov-chains #markov-process
65
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How to make a Poisson process time-homogeneous?

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#stochastic-processes #markov-chains #markov-process #poisson-process
217
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What is the probability that a Markov chain transitions between states if it passes through a specified intermediate transition?

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#stochastic-processes #markov-chains #markov-process #monte-carlo
266
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Applying theorem to gambler coin toss problem (Norris , Markov Chain exercise 1.3.2)

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#probability #solution-verification #recurrence-relations #markov-chains #markov-process
461
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Possibility that all lights $\mathbf{X}=(X_1,X_2,\cdots)$ turn off again with every time turn a light with its number $n\sim\text{geom}(\frac{1}{2})$.

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#probability #probability-theory #analysis #markov-chains #markov-process
181
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Dual stochastic process

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#probability #stochastic-processes #markov-process #stochastic-analysis
83
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If $\text E\left[1_F\int_a^bf(X_{s+t})\:{\rm d}t\right]=\text E\left[1_F\int_a^b(κ_tf)(X_s)\right]$, then $X$ is Markov with transition semigroup $κ$

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#probability-theory #stochastic-processes #markov-process #stochastic-analysis #semigroup-of-operators
89
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Exsitence of stationary distribution for M/M/1 with non-homogeneous poisson arrival rate

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#markov-chains #markov-process #ergodic-theory #queueing-theory #steady-state
185
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How do we prove Dynkin's formula for the resolvent of a strong Markov process?

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#probability-theory #measure-theory #stochastic-processes #markov-process #stochastic-analysis
615
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Find transition matrix for Markov Chain

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#probability #markov-chains #markov-process #probability-limit-theorems #transition-matrix
826
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Expected number of flips vs probability in a Markov Chain

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#probability #probability-theory #markov-chains #markov-process #transition-matrix
139
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$M/M/c/c$ queue is PASTA

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#probability #stochastic-processes #markov-chains #markov-process
29
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Distribution of $X_n$ Stochastic process

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#probability #statistics #stochastic-processes #markov-chains #markov-process
33
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Composite Stochastic Process: Evolution equation of the probability density

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#stochastic-processes #brownian-motion #markov-process
213
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Poyla URN - computing the probability to pick a black ball at the nth turn

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#probability #markov-process

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