MATH
Login Or Sign up

List Question

15
219
Views

How to show persistence of a three-state Markov-chain $P =\left(\begin{smallmatrix}p&1-p&0\\0&0&1\\1-q&q&0\end{smallmatrix}\right)$?

Published on
#probability #stochastic-processes #markov-chains #markov-process
188
Views

Show $1$ is a persistent null state in $\left(\begin{smallmatrix}1/2&1/2&0\\0&0&1\\\frac{1}{n+1}&0 &\frac{n}{n+1}\end{smallmatrix}\right)$

Published on
#probability #stochastic-processes #markov-chains #markov-process
285
Views

Gamblers Ruin Problem

Published on
#probability #statistics #markov-chains #markov-process #gambling
228
Views

Given the infinitesimal generator, how a continuous Markov chain behaves after the exploding time?

Published on
#stochastic-processes #markov-chains #markov-process
156
Views

How to recover the continuous Markov chain from its infinitesimal generator?

Published on
#stochastic-processes #random-variables #markov-chains #markov-process
29
Views

Proof surrounding Markov Chains

Published on
#probability #statistics #markov-chains #solution-verification #markov-process
37
Views

What does it mean by "the process starts out in state $i$"?

Published on
#stochastic-processes #proof-explanation #markov-chains #markov-process
41
Views

How is time until transition defined in this lecture note of continuous-time Markov chain?

Published on
#probability-theory #random-variables #definition #markov-chains #markov-process
28
Views

Is $I(\omega_0) = J(\omega_0)$ for this homogeneous continuous-time Markov chain?

Published on
#stochastic-processes #random-variables #markov-chains #markov-process
160
Views

Invariant of reversible Markov chain

Published on
#probability #stochastic-processes #markov-chains #markov-process
108
Views

Simulation of Hard Core Model

Published on
#stochastic-processes #mathematical-physics #mathematical-modeling #markov-process #simulation
220
Views

Properties of a Poisson Distribution

Published on
#probability #statistics #markov-process #poisson-distribution #exponential-distribution
188
Views

Is jump time in a continuous-time Markov chain a stopping time?

Published on
#stochastic-processes #markov-chains #markov-process #stopping-times
21
Views

Exit time of a jump prcess

Published on
#probability #probability-theory #markov-process #stopping-times
20
Views

Simplifying the difference of Dirichlet forms of a Markov kernel composed with an involution

Published on
#functional-analysis #analysis #probability-theory #markov-chains #markov-process

Trending Questions

Popular # Hahtags

second-order-logic numerical-methods puzzle logic probability number-theory winding-number real-analysis integration calculus complex-analysis sequences-and-series proof-writing set-theory functions homotopy-theory elementary-number-theory ordinary-differential-equations circles derivatives game-theory definite-integrals elementary-set-theory limits multivariable-calculus geometry algebraic-number-theory proof-verification partial-derivative algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.