List questions from markov-process

Published on 02 Feb 2019 - 1:43

41

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How to formulate a queueing model where riders and drivers arrive randomly and are matched at every specific interval?

Published on 25 Mar 2026 - 10:54

492

Views

Is the transition semigroup of the solution of an SDE with Lipschitz coefficients strongly continuous on $C_b$?

Published on 25 Mar 2026 - 8:12

183

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Show that $C_c^∞(\mathbb R)$ is a core of the generator of the Feller semigroup induced by the strong solution of an SDE with Lipschitz coefficients

Published on 25 Mar 2026 - 7:45

1.2k

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Show that the carré du champ operator is nonnegative

Published on 25 Mar 2026 - 11:01

159

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If a transition matrix $A$ is regular, prove that $A^∞$ has all the same columns and that the columns are the steady state vector.

Published on 23 Feb 2026 - 4:41

82

Views

Value function optimization problem

Published on 06 Feb 2019 - 16:21

272

Views

Extending the domain of the Dirichlet form associated with a symmetric Markov semigroup

Published on 25 Mar 2026 - 11:04

250

Views

If $L$ is a diffusion operator with corresponding carré du champ operator $\Gamma$, then $Lf^2=2fLf+2\Gamma(f)$

Published on 25 Mar 2026 - 8:09

77

Views

Computing the Scaling Limit of a Nonnegative Markov Chain

Published on 14 Feb 2019 - 21:53

290

Views

Markov process intensity matrix

Published on 23 Feb 2026 - 4:33

319

Views

Infinitesimal generator/intensity matrix

Published on 16 Feb 2019 - 17:23

105

Views

Varying definitions of a martingale

Published on 16 Feb 2019 - 20:31

907

Views

Markov property of SDE's solution

Published on 25 Mar 2026 - 8:07

242

Views

Sufficient condition for a Markov chain to be Aperiodic

Published on 18 Feb 2019 - 20:00

List Question

A strange inconsistency between a calculation and a simulation of a TASEP

How to formulate a queueing model where riders and drivers arrive randomly and are matched at every specific interval?

Is the transition semigroup of the solution of an SDE with Lipschitz coefficients strongly continuous on $C_b$?

Show that $C_c^∞(\mathbb R)$ is a core of the generator of the Feller semigroup induced by the strong solution of an SDE with Lipschitz coefficients

Show that the carré du champ operator is nonnegative

If a transition matrix $A$ is regular, prove that $A^∞$ has all the same columns and that the columns are the steady state vector.

Value function optimization problem

Extending the domain of the Dirichlet form associated with a symmetric Markov semigroup

If $L$ is a diffusion operator with corresponding carré du champ operator $\Gamma$, then $Lf^2=2fLf+2\Gamma(f)$

Computing the Scaling Limit of a Nonnegative Markov Chain

Markov process intensity matrix

Infinitesimal generator/intensity matrix

Varying definitions of a martingale

Markov property of SDE's solution

Sufficient condition for a Markov chain to be Aperiodic

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