reference request - What are some modern books on Markov …
Markov chains aside, this book also presents some nice applications of stochastic processes in financial mathematics and features a nice introduction to risk processes. In case you are more …
What is the difference between all types of Markov Chains?
Apr 25, 2017 · A Markov chain is a discrete-valued Markov process. Discrete-valued means that the state space of possible values of the Markov chain is finite or countable. A Markov process …
Markov process vs. markov chain vs. random process vs. stochastic ...
The difference between Markov chains and Markov processes is in the index set, chains have a discrete time, processes have (usually) continuous. Random variables are much like Guinea …
When the sum of independent Markov chains is a Markov chain?
Jul 18, 2015 · $\begingroup$ @saz As far as I understand, Markov chain is a sort of discrete-valued Markov process, so if this statement is true about general Markov processes, it should …
probability theory - Exercise 2.7.1 of J. Norris, "Markov Chains ...
I am working though the book of J. Norris, "Markov Chains" as self-study and have difficulty with ex. 2.7.1, part a. The exercise can be read through Google books. My understanding is that …
Markov chain with infinitely many states - Mathematics Stack …
markov-chains; Share. Cite. Follow edited Sep 12, 2012 at 18:42. Rod Carvalho. 3,049 17 17 silver badges ...
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 - Equilibrium distributions of Markov Chains
how finite and countably infinite Markov chains different with respect to the above. (Google isn't quite clearing up my confusion.) Is the following correct/am I missing anything? An irreducible …
Predict Weather Using Markov Chains - Mathematics Stack Exchange
Oct 30, 2022 · Predict Weather Using Markov Chains. Ask Question Asked 2 years, 6 months ago. Modified 2 years, 6 months ago.
How does Markov Chain coupling work? - Mathematics Stack …
Sep 1, 2018 · I'm trying to understand the coupling argument used in proof of Theorem 5.2 in Finite Markov Chains and Algorithmic Applications by Häggström. My problem is actually more …
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