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 …
what is the difference between a markov chain and a random walk?
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 …
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 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 …
Why Markov matrices always have 1 as an eigenvalue
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 …
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.
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 - 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 …
Definition of Markov operator - Mathematics Stack Exchange
Mar 26, 2021 · probability stochastic-processes stochastic-calculus markov-process stochastic-analysis See similar questions with these tags.