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 1, 2024 · The Markov brothers' inequality is an essential intermediate step in an argument I need to present. The constant factors are not so important in this application (only the …

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 …

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

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 …

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 …

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 …

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 …

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 …

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 …