Question

Infinitesimal generator of Markov switching model (a subclass of piecewise-deterministic Markov process)

score 37 · Answer 1 · 2023-08-03 03:12:48

37

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Infinitesimal generator of Markov switching model (a subclass of piecewise-deterministic Markov process)

Published on 03 Aug 2023 - 3:12

score 78 · Answer 2 · 2023-08-04 10:55:53

78

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Upper bound on the commute time for adjacent nodes

Published on 04 Aug 2023 - 10:55

score 41 · Answer 3 · 2023-08-05 20:17:21

41

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Using Q-Learning to find best mixture of algorithms.

Published on 05 Aug 2023 - 20:17

score 58 · Answer 4 · 2026-03-26 12:48:23

58

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Stationary Distribution of $X_{n+1} \sim \mathcal{U}[0,2X_{n}]$

Published on 26 Mar 2026 - 12:48

score 310 · Answer 5 · 2023-08-09 09:04:31

310

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Is there a Measure-Theoretic Proof of this new Result from Categorical Probability?

Published on 09 Aug 2023 - 9:04

score 87 · Answer 6 · 2023-08-09 14:15:49

87

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Prove that the first return time is finite a.s. for a Markov chain

Published on 09 Aug 2023 - 14:15

score 87 · Answer 7 · 2023-08-10 21:03:45

87

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Choose a parameter so that $\sup_f\operatorname E_\mu\left[\left|\int_0^\tau f(X_t)\:{\rm d}t-\tau\pi f\right|^2\right]$ is minimized

Published on 10 Aug 2023 - 21:03

score 168 · Answer 8 · 2026-03-26 14:34:35

168

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How can we calculate the variance of this stopping time?

Published on 26 Mar 2026 - 14:34

score 55 · Answer 9 · 2023-08-11 16:22:29

55

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If $\mu$ is an invariant measure, can we simplify $\int\mu({\rm d}x)\operatorname E_x\left[f(X_t)1_{\{\:t\:<\:\tau\:\}}\right]$?

Published on 11 Aug 2023 - 16:22

score 22 · Answer 10 · 2023-08-17 07:14:16

22

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Let $\sigma$ and $\tau$ be markov moments such that $\tau \leq \sigma$

Published on 17 Aug 2023 - 7:14

score 33 · Answer 11 · 2026-03-26 22:14:09

33

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How to estimate $\int_0^\tau f(X_t)\:{\rm d}t$ when $X$ is a diffusion process?

Published on 26 Mar 2026 - 22:14

score 27 · Answer 12 · 2023-08-21 14:37:22

27

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Variance of time to transition to next state in Markov chain.

Published on 21 Aug 2023 - 14:37

score 24 · Answer 13 · 2023-08-24 08:51:40

24

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Prove an extended Galmarino's test for Markov processes

Published on 24 Aug 2023 - 8:51

score 82 · Answer 14 · 2026-03-30 10:40:49

82

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Prove the difference of two independent, recurrent and identical random walks is a recurrent random walk

Published on 30 Mar 2026 - 10:40

score 93 · Answer 15 · 2023-08-27 23:23:25

93

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Generator of sum of independent Markov processes

Published on 27 Aug 2023 - 23:23

List Question

Infinitesimal generator of Markov switching model (a subclass of piecewise-deterministic Markov process)

Upper bound on the commute time for adjacent nodes

Using Q-Learning to find best mixture of algorithms.

Stationary Distribution of $X_{n+1} \sim \mathcal{U}[0,2X_{n}]$

Is there a Measure-Theoretic Proof of this new Result from Categorical Probability?

Prove that the first return time is finite a.s. for a Markov chain

Choose a parameter so that $\sup_f\operatorname E_\mu\left[\left|\int_0^\tau f(X_t)\:{\rm d}t-\tau\pi f\right|^2\right]$ is minimized

How can we calculate the variance of this stopping time?

If $\mu$ is an invariant measure, can we simplify $\int\mu({\rm d}x)\operatorname E_x\left[f(X_t)1_{\{\:t\:<\:\tau\:\}}\right]$?

Let $\sigma$ and $\tau$ be markov moments such that $\tau \leq \sigma$

How to estimate $\int_0^\tau f(X_t)\:{\rm d}t$ when $X$ is a diffusion process?

Variance of time to transition to next state in Markov chain.

Prove an extended Galmarino's test for Markov processes

Prove the difference of two independent, recurrent and identical random walks is a recurrent random walk

Generator of sum of independent Markov processes

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