List questions from markov-process

Published on 28 Mar 2014 - 9:47

168

Views

Every continuous Markov process $X$ adapted to a Brownian filtration is $X_t = f(t,B_t)$ for some function $f$?

Published on 27 Mar 2026 - 16:09

228

Views

continuous time Markov chain, something the book does not explain

Published on 01 Apr 2014 - 12:18

32

Views

inequality for finite state markov chains

Published on 09 Apr 2014 - 5:50

35

Views

showing a condition implies convergence to invariant distribution

Published on 10 Apr 2014 - 4:22

668

Views

Stationary distribution of a "birth-death model" that does not have Markov property

Published on 10 Apr 2014 - 11:33

1k

Views

How's the damping factor in Google PageRank algorithm calculated

Published on 10 Apr 2014 - 15:11

306

Views

Error in thinking: Poisson Process is a Markov Process

Published on 10 Apr 2014 - 22:49

232

Views

Limiting probability of Markov chain(Terminology)

Published on 11 Apr 2014 - 0:59

1.1k

Views

Steady state of a $4 \times 4$ transition matrix

Published on 11 Apr 2014 - 3:35

556

Views

Find the generator of Markov Process

Published on 13 Apr 2014 - 21:09

2.2k

Views

Showing the square of a Markov process is or isn't Markov

Published on 14 Apr 2014 - 20:00

111

Views

Continuous-time Markov Question

Published on 15 Apr 2014 - 22:32

262

Views

$X_n, n> 0$ is a Markov Chain, how to interpret $Z_n = (X_n,X_{n+1}), n > 0$?

Published on 17 Apr 2014 - 1:00

255

Views

Computing the PMF for N(t) in a renewal process

Published on 19 Apr 2014 - 1:37

List Question

Ornstein-Uhlenbeck process: Markov, but not martingale?

Every continuous Markov process $X$ adapted to a Brownian filtration is $X_t = f(t,B_t)$ for some function $f$?

continuous time Markov chain, something the book does not explain

inequality for finite state markov chains

showing a condition implies convergence to invariant distribution

Stationary distribution of a "birth-death model" that does not have Markov property

How's the damping factor in Google PageRank algorithm calculated

Error in thinking: Poisson Process is a Markov Process

Limiting probability of Markov chain(Terminology)

Steady state of a $4 \times 4$ transition matrix

Find the generator of Markov Process

Showing the square of a Markov process is or isn't Markov

Continuous-time Markov Question

$X_n, n> 0$ is a Markov Chain, how to interpret $Z_n = (X_n,X_{n+1}), n > 0$?

Computing the PMF for N(t) in a renewal process

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