Question

For a simple $n$-step random walk, how to show that the mean number of visits to the point $b$ is $\sum_{n=1}^\infty P(S_1 \cdots S_n \neq 0, S_n=b)$?

score 374 · Answer 1 · 2026-03-29 20:51:49

374

Views

For a simple $n$-step random walk, how to show that the mean number of visits to the point $b$ is $\sum_{n=1}^\infty P(S_1 \cdots S_n \neq 0, S_n=b)$?

Published on 29 Mar 2026 - 20:51

score 26 · Answer 2 · 2017-03-11 20:59:56

26

Views

Some questions about the properties of a non-irreducible markov chain

Published on 11 Mar 2017 - 20:59

score 478 · Answer 3 · 2026-03-28 20:07:42

478

Views

Definition of ergodicity for Markov process

Published on 28 Mar 2026 - 20:07

score 204 · Answer 4 · 2026-03-25 05:09:42

204

Views

Ergodicity of Poisson shot noise with exponential decay

Published on 25 Mar 2026 - 5:09

score 262 · Answer 5 · 2026-02-23 15:06:34

262

Views

Analysis of a non-Markovian stochastic process

Published on 23 Feb 2026 - 15:06

score 50 · Answer 6 · 2017-03-16 11:23:20

50

Views

If $P$ is a transition Markov matrix of a Marcov chain discrete, then $P^{n}$ a transition Markov matrix?

Published on 16 Mar 2017 - 11:23

score 1.1k · Answer 7 · 2026-03-25 15:46:15

1.1k

Views

Can a Markov process be ergodic but not stationary?

Published on 25 Mar 2026 - 15:46

score 4.2k · Answer 8 · 2017-03-19 21:17:17

4.2k

Views

Definition of a probability kernel

Published on 19 Mar 2017 - 21:17

score 52 · Answer 9 · 2017-03-20 12:26:52

52

Views

Question about proof of formula for expected number of periods in a state: $s_{ij} = \delta_{ij} + \sum_k P_{ik}s_{kj}$

Published on 20 Mar 2017 - 12:26

score 87 · Answer 10 · 2017-03-25 09:55:23

87

Views

On the definition of Markov Processes

Published on 25 Mar 2017 - 9:55

score 50 · Answer 11 · 2017-03-29 14:46:19

50

Views

Markov-Chains on given Triangulations of a finite point set

Published on 29 Mar 2017 - 14:46

score 195 · Answer 12 · 2026-03-25 15:39:47

195

Views

Conditional expectation of a continuous time Markov jump process over paths

Published on 25 Mar 2026 - 15:39

score 259 · Answer 13 · 2017-04-04 12:15:53

259

Views

Time spent in a state for ergodic Markov chains

Published on 04 Apr 2017 - 12:15

score 157 · Answer 14 · 2017-04-06 16:00:30

157

Views

Condition for a stochastic matrix to be a second order transition probability matrix of a DTMC.

Published on 06 Apr 2017 - 16:00

score 370 · Answer 15 · 2017-04-07 00:27:56

370

Views

How does changing a transition matrix change the corresponding invariant distribution?

Published on 07 Apr 2017 - 0:27

List Question

For a simple $n$-step random walk, how to show that the mean number of visits to the point $b$ is $\sum_{n=1}^\infty P(S_1 \cdots S_n \neq 0, S_n=b)$?

Some questions about the properties of a non-irreducible markov chain

Definition of ergodicity for Markov process

Ergodicity of Poisson shot noise with exponential decay

Analysis of a non-Markovian stochastic process

If $P$ is a transition Markov matrix of a Marcov chain discrete, then $P^{n}$ a transition Markov matrix?

Can a Markov process be ergodic but not stationary?

Definition of a probability kernel

Question about proof of formula for expected number of periods in a state: $s_{ij} = \delta_{ij} + \sum_k P_{ik}s_{kj}$

On the definition of Markov Processes

Markov-Chains on given Triangulations of a finite point set

Conditional expectation of a continuous time Markov jump process over paths

Time spent in a state for ergodic Markov chains

Condition for a stochastic matrix to be a second order transition probability matrix of a DTMC.

How does changing a transition matrix change the corresponding invariant distribution?

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