We covered Markov chains in class and after going through the details, I still have a few questions. (I encourage you to give short answers to the question, as this may become very …

Oct 3, 2022 · If this was the original game of Snakes and Ladders with only one die, I have seen many examples online that show you how to model this game using a Markov Chain and how …

Jan 13, 2024 · The strong markov property is an altogether different animal because it requires deep understanding of what a continuous time markov chain is. Yes, brownian motion is a ct …

Jan 22, 2024 · I am trying to understand the relationship between Eigenvalues (Linear Algebra) and Markov Chains (Probability). Particularly, these two concepts (i.e. Eigenvalues and …

Dec 25, 2020 · All states of a finite irreducible Markov chain are recurrent. As irreducible Markov chains have one class, statement $1$ implies all states are either transient or recurrent.

Oct 5, 2023 · probability probability-theory solution-verification markov-chains random-walk See similar questions with these tags.

Now in markov chain a steady state vector ( when effect multiplying or any kind of linear transformation on prob state matrix yield same vector) : qp=q where p is prob state transition …

Jun 17, 2022 · I think Surb means any Markov Chain is a random walk with Markov property and an initial distribution. By "converse" he probably means given any random walk , you cannot …

Jan 24, 2023 · In general, stationary distributions for finite Markov chains exist if and only if the chain is irreducible, in which case the stationary distribution is unique if and only if the chain is …

I would like to know what books people currently like in Markov Chains (with syllabus comprising discrete MC, stationary distributions, etc.), that contain many good exercises. Some such book …