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Matrix of the mean first-passage times

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#stochastic-processes #markov-chains #markov-process
23
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What are necessary and sufficient conditions for the Bellman Equation to be solvable?

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#statistics #stochastic-processes #markov-chains #markov-process #statistical-mechanics
80
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Maximum of a Markov process is a Markov process?

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#stochastic-processes #markov-process
38
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Is $C_0^{\infty}(\mathbb{R}^d)$ a core for diffusion operators on $C_0$?

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#functional-analysis #partial-differential-equations #markov-process #semigroup-of-operators #contraction-operator
18
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Markov chain is recurrent if the number of new vertices doesn't grow too fast

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#stochastic-processes #markov-chains #markov-process
19
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Help understanding periodic Markov chain

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#probability-theory #stochastic-processes #markov-chains #markov-process
20
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Bound on leading eigenvalue of compound transition kernel?

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#linear-algebra #functional-analysis #stochastic-processes #markov-chains #markov-process
33
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Probability of giving birth at least once before death or infertility in a Markov Process

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#probability #stochastic-processes #markov-process #birth-death-process
29
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Under what condition is an inegral of a strong Markov process still (strong) Markov?

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#stochastic-calculus #markov-process #stochastic-analysis #optimal-control
55
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Poisson Process Probabilities with given parameter

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#markov-process #poisson-process
25
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Why $(0.5,0.5)$ isn't stationary distribution for every 2 state ergodic Markov chain?

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#markov-chains #markov-process #stationary-processes
33
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Baum-Welch Algorithm

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#probability #optimization #markov-process #hidden-markov-models
74
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Why can I not use the 'Law of Total Probability' to solve this differential equation?

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#ordinary-differential-equations #stochastic-processes #markov-process
53
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Question regarding definition of 'Markov process' in Shreve book and remark related to it

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#probability-theory #markov-process
23
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Metropolis-Hastings Algorithm. How do we know that it converges to target distribution?

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#probability-distributions #markov-chains #markov-process #bayesian #monte-carlo

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