I want to use an advanced Monte Carlo techniques to a discrete time Markov chain (DTMC), thus I need to continuize my DTMC. What is the best way to do that? I want to measure some observable along path of this Markov chain, thus I want a continuization way that give me same sample mean.
2026-03-26 06:04:11.1774505051
How to continuize a discrete time Markov chain?
65 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY-THEORY
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Another application of the Central Limit Theorem
- proving Kochen-Stone lemma...
- Is there a contradiction in coin toss of expected / actual results?
- Sample each point with flipping coin, what is the average?
- Random variables coincide
- Reference request for a lemma on the expected value of Hermitian polynomials of Gaussian random variables.
- Determine the marginal distributions of $(T_1, T_2)$
- Convergence in distribution of a discretized random variable and generated sigma-algebras
Related Questions in MARKOV-CHAINS
- Calculating probabilities using Markov chains.
- Probability being in the same state
- Random walk on $\mathbb{Z}^2$
- Polya's Urn and Conditional Independence
- Markov Chain never reaches a state
- Finding a mixture of 1st and 0'th order Markov models that is closest to an empirical distribution
- Find probability function of random walk, stochastic processes
- Generating cycles on a strongly connected graph
- Will be this random walk a Markov chain?
- An irreducible Markov chain cannot have an absorbing state
Related Questions in MARKOV-PROCESS
- Definition of a Markov process in continuous state space
- What is the name of the operation where a sequence of RV's form the parameters for the subsequent one?
- Given a probability $p$, what is the upper bound of how many columns in a row-stochastic matrix exceed $p$?
- Infinitesimal generator of $3$-dimensional Stochastic differential equation
- Controlled Markov process - proper notation and set up
- Easy way to determine the stationary distribution for Markov chain?
- Why cant any 3 events admit Markov Property?
- Absorbing Markov chain and almost sure convergence
- Transition probabilities for many-states Markov model
- How to derive a diffusion tensor and stationary states given a Markov process transition matrix?
Related Questions in DISCRETE-TIME
- How to translate from a 2x2 state-space difference equation to a 2nd-order difference equation
- Smoothness of a time series: relationship between ARMA model and signal derivatives
- Determine Discrete-Time Fourier Transform of exponential or sine with time-shift?
- How is the noise gain function defined for higher order discrete piecewise white noise in a Newtonian system?
- Tree shaped Markov Chain stationary distribution
- How to solve this cubic Integral?
- From Newton method to a time-dependent process
- From discrete transfer function to state space model
- Kernel of an LTI system
- Find position of Hour, Minute and Second hand.
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?