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Probability that a certain sequence is belonging to a certain transition matrix

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Periodic and aperiodic states in a Markov chain

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Power of Markov transition matrix

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For a better understanding of Markov Chains

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#stochastic-processes #eigenvalues-eigenvectors #markov-chains #transition-matrix
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Calculating transition matrix for $P(X_{20}=2|X_{10}=2)$

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Invariant distribution of a Markov chain - joint probability

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Reconstruct transition matrix of an irreductible discrete-time markov process

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value iteration update rule in MDP

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64
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Find the result of T given matrices against ordered basises

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#linear-algebra #matrices #vector-spaces #transition-matrix #stochastic-matrices
166
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For markov transition matrix and the initial state, calculate probability to reach certain other state in k or less steps

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222
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Doubly stochastic matrix

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#matrices #markov-chains #transition-matrix #stochastic-matrices
34
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Transition matrix of a single type branching process

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107
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How to calculate n-step (Markov chain) probability with excluding states?

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34
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show that $\mathbb{P}_\mu\left(X_{n+m}=y \mid X_m=x\right)=\mathbb{P}_x\left(X_n=y\right)=P^n(x, y)$

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#probability #markov-chains #conditional-probability #markov-process #transition-matrix
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Deriving transition probability matrix with reedefined states

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