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Why are Markov processes are completely determined by their initial value?

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#probability #probability-theory #probability-distributions #markov-chains #markov-process
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Exponential moment of return times markov process

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#probability #probability-theory #stochastic-processes #markov-chains #markov-process
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Concatenating two Markov chains

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#probability #probability-distributions #markov-chains #markov-process #conditional-probability
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Markov renewal process and Feller property

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#stochastic-processes #markov-chains #markov-process
415
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Birth and death process with probability of staying

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#stochastic-processes #markov-process #birth-death-process
756
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Exact (!) relation between Martingale Problem, SDEs and Markov processes

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#stochastic-processes #markov-process #stochastic-differential-equations
80
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A process converging to a certain distribution

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#probability #probability-distributions #stochastic-processes #markov-process #gamma-distribution
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An Estimator for the Conditional Transition Probability in a Markov Chain

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#reference-request #markov-chains #markov-process
73
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Definition Strong Markov property in Stroock/Varadhan

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#probability-theory #stochastic-processes #markov-process #stochastic-analysis
151
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Show that the larger $c$ is the faster ${\rm d}U_t^c=\frac c2h'(U_t^c){\rm d}t+\sqrt c{\rm d}W_t$ converges to its stationary distribution

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#probability-theory #markov-chains #markov-process #monte-carlo #stochastic-differential-equations
246
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Durrett Markov Chain Definition

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#markov-chains #markov-process
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If a process consists of independent random variables can we say that it is a Markov chain?

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#probability #stochastic-processes #markov-chains #markov-process
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Name of this Markov model, and how to estimate?

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#markov-chains #mathematical-modeling #markov-process #hidden-markov-models
161
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Finding the transition probability matrix

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#statistics #stochastic-processes #markov-chains #markov-process #transition-matrix
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Generalizations of the Reflection principle for Brownian motion

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#stochastic-processes #brownian-motion #markov-process

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