probability - Real Applications of Markov's Inequality
Mar 11, 2015 · Markov's Inequality and its corollary Chebyshev's Inequality are extremely important in a wide variety of theoretical proofs, especially limit theorems. A previous answer …
Relationship between Eigenvalues and Markov Chains
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 …
probability - How to prove that a Markov chain is transient ...
Oct 5, 2023 · probability probability-theory solution-verification markov-chains random-walk See similar questions with these tags.
Using a Continuous Time Markov Chain for Discrete Times
Jan 25, 2023 · Continuous Time Markov Chain: Characterized by a time dependent transition probability matrix "P (t)" and a constant infinitesimal generator matrix "Q". The Continuous …
Markov process vs. markov chain vs. random process vs. stochastic ...
Markov processes and, consequently, Markov chains are both examples of stochastic processes. Random process and stochastic process are completely interchangeable (at least in many …
probability theory - 'Intuitive' difference between Markov Property …
Aug 14, 2016 · My question is a bit more basic, can the difference between the strong Markov property and the ordinary Markov property be intuited by saying: "the Markov property implies …
Pólya Urn - is it a Markov chain? - Mathematics Stack Exchange
Explore related questions probability stochastic-processes markov-chains polya-urn-model See similar questions with these tags.
Time homogeneity and Markov property - Mathematics Stack …
Oct 3, 2019 · My question may be related to this one, but I couldn't figure out the connection. Anyway here we are: I'm learning about Markov chains from Rozanov's "Probability theory a …
reference request - Good introductory book for Markov processes ...
Nov 21, 2011 · Which is a good introductory book for Markov chains and Markov processes? Thank you.
what is the difference between a markov chain and a random walk?
Jun 17, 2022 · Then $\text {it's a Markov Chain}$ . If you use another definition : From the first line of each random walk and Markov Chain , I think a Markov chain models a type of random walk …