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If $i$ is recurrent then expected recurrence time is the limit of $\frac 1 {(1-s)p_{ii}(s)}$

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#real-analysis #convergence-divergence #stochastic-processes #generating-functions #markov-process
37
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Find out whether the two statements about a stochastic process are equivalent

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#probability #probability-theory #measure-theory #stochastic-processes #markov-process
24
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Questions about Markov process usage

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#markov-process
91
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Unique Invariant Measure for Markov Process on Interval

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#markov-process
815
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How to verify if process is Markov stochastic process with discrete time?

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#probability-theory #stochastic-processes #markov-chains #markov-process
433
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existence of two intercommunicating states that have the same period in a homogeneous markov chain

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#probability #probability-theory #stochastic-processes #markov-chains #markov-process
239
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Confusion regarding transition function and initial distribution (Markov chains)

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#probability #statistics #markov-chains #markov-process
35
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Confusion regarding $m$-step transition function

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#probability #markov-chains #markov-process
35
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Boundness in probability of functionals on a Markov chain

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#probability #probability-theory #markov-chains #markov-process
290
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Does a stationary distribution exist for this MC?

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#probability #markov-chains #markov-process
514
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Non-exponentially distributed holding times implies non-Markovian?

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#stochastic-processes #markov-chains #markov-process
182
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Little's formula seems to contradict the PASTA property

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#probability #probability-theory #markov-process #queueing-theory
149
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Markov chain - Two walkers on a ring

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#markov-chains #markov-process #random-walk
219
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Determining whether the following are Markov Chains

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#probability #probability-theory #markov-chains #markov-process #poisson-process
327
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Markov Decision Process for several players

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#markov-process

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