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When does a factorization of a transition function (as in a dynamic Bayesian network) transfer to the stationary distribution?

score 208 · Answer 1 · 2017-12-02 17:23:07

208

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When does a factorization of a transition function (as in a dynamic Bayesian network) transfer to the stationary distribution?

Published on 02 Dec 2017 - 17:23

score 112 · Answer 2 · 2017-12-28 16:24:28

112

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Find the mean and autocorrelation

Published on 28 Dec 2017 - 16:24

score 73 · Answer 3 · 2013-02-25 14:24:35

73

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Asymptotic behaviour of sums of covariances of RVs with LRD

Published on 25 Feb 2013 - 14:24

score 33 · Answer 4 · 2020-08-09 12:09:02

33

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What are the requirements for $\lim_{h\to 0^+}\int_0^{t}f(X_{s+h})dX_{s+h}=\int_0^{t}f(X_{s})dX_s\tag{1}$ to hold?

Published on 09 Aug 2020 - 12:09

score 44 · Answer 5 · 2020-08-15 01:43:07

44

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Does first order stationary random process means that all variables in the collection have the same distribution?

Published on 15 Aug 2020 - 1:43

score 62 · Answer 6 · 2026-02-23 22:26:51

62

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Using Stationary Distribution in the Policy Gradient Theorem Proof

Published on 23 Feb 2026 - 22:26

score 93 · Answer 7 · 2020-09-01 14:14:57

93

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Time series. Showing that a process is stationary.

Published on 01 Sep 2020 - 14:14

score 400 · Answer 8 · 2020-09-06 07:58:44

400

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Showing a Poisson process is stationary

Published on 06 Sep 2020 - 7:58

score 473 · Answer 9 · 2020-10-01 03:31:39

473

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Expected Value of AR(1) Process

Published on 01 Oct 2020 - 3:31

score 275 · Answer 10 · 2020-10-09 16:12:25

275

Views

How to show ergodicity on this probability measure.

Published on 09 Oct 2020 - 16:12

score 93 · Answer 11 · 2026-03-26 12:42:10

93

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Discrete correlation function (sample cross-covariance)

Published on 26 Mar 2026 - 12:42

score 71 · Answer 12 · 2026-03-25 14:20:55

71

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What does it mean for two equations to be 'invariant'?

Published on 25 Mar 2026 - 14:20

score 58 · Answer 13 · 2026-03-26 04:33:06

58

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The integral of the log spectral density for a infinite MA process.

Published on 26 Mar 2026 - 4:33

score 174 · Answer 14 · 2020-11-19 23:17:32

174

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Question on the proof of Subadditive Ergodic Theorem in Durrett's textbook.

Published on 19 Nov 2020 - 23:17

score 389 · Answer 15 · 2020-11-22 18:52:54

389

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How to prove that $\sum\pi_i = \sum\frac{1}{E_iT_i} = 1$ in an irreducible Markov chain with stationary distribution $\pi$?

Published on 22 Nov 2020 - 18:52

List Question

When does a factorization of a transition function (as in a dynamic Bayesian network) transfer to the stationary distribution?

Find the mean and autocorrelation

Asymptotic behaviour of sums of covariances of RVs with LRD

What are the requirements for $\lim_{h\to 0^+}\int_0^{t}f(X_{s+h})dX_{s+h}=\int_0^{t}f(X_{s})dX_s\tag{1}$ to hold?

Does first order stationary random process means that all variables in the collection have the same distribution?

Using Stationary Distribution in the Policy Gradient Theorem Proof

Time series. Showing that a process is stationary.

Showing a Poisson process is stationary

Expected Value of AR(1) Process

How to show ergodicity on this probability measure.

Discrete correlation function (sample cross-covariance)

What does it mean for two equations to be 'invariant'?

The integral of the log spectral density for a infinite MA process.

Question on the proof of Subadditive Ergodic Theorem in Durrett's textbook.

How to prove that $\sum\pi_i = \sum\frac{1}{E_iT_i} = 1$ in an irreducible Markov chain with stationary distribution $\pi$?

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