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Examine recurrence of Markov chain

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Conditions for convergence of partial sums of i.i.d. random variables to positive infinity

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45
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how to make sure a markov transaction matrix has unique stationary state.

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406
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Duration of generalized Gambler's ruin game with average payoff 0

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For what range of $\beta$ is random walk heavy-tailed?

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98
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Don't understand the algebraic passage to find the generating function

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Gambler's Ruin - Probability of Losing in t Steps

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205
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Help with model this using a probability distribution?

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#probability-distributions #mathematical-modeling #random-walk #poisson-process
800
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random walk with hitting probability

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196
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Expected time until a state is visited (Markov chains)

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Hitting Times on Random Walks

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106
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Graph distance in vertex-transitive graphs

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Distribution of the Maximum of a (infinite) Random Walk

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82
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1D Random walk with state-dependent move probability

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285
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Probability of a path on a graph under a random walk

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