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.
Chebyshev's versus Markov's inequality - Mathematics Stack …
15 Markov's inequality is a "large deviation bound". It states that the probability that a non-negative random variable gets values much larger than its expectation is small. Chebyshev's …
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 …
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 …
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 …
'Snakes and Ladders' As a Markov Chain? - Mathematics Stack …
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 …
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 …
probability theory - Are Markov chains necessarily time …
May 18, 2015 · Transition probabilities of Markov Chains most definitely can depend on time. The ones that don't are called time-homogeneous. For instance in a discrete time discrete state …
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.
property about transient and recurrent states of a Markov chain
Dec 25, 2020 · Suppose there is a Markov chain where all of its states are transient, then given a initial distribution of being at any given states, the probability that we are at any given states …