reference request - What are some modern books on Markov …
I would like to know what books people currently like in Markov Chains (with syllabus comprising discrete MC, stationary distributions, etc.), that contain many good exercises. Some such book …
Aperiodicity of a Markov chain - Mathematics Stack Exchange
Jan 1, 2023 · For two states $x,y$ in $E$, let $p^n (x,y)$ denote the $n$ -step Markov chain transition probability from $x$ to $y$. Then the period of a point $x$ is the greatest common …
What is the difference between all types of Markov Chains?
Apr 25, 2017 · A Markov process is basically a stochastic process in which the past history of the process is irrelevant if you know the current system state. In other words, all information about …
Newest 'markov-chains' Questions - Mathematics Stack Exchange
Stochastic processes (with either discrete or continuous time dependence) on a discrete (finite or countably infinite) state space in which the distribution of the next state depends only on the …
what is the difference between a markov chain and a random walk?
Jun 17, 2022 · Then it's a Markov Chain 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 …
Proving The Fundamental Theorem of Markov Chains
Apr 14, 2024 · Theorem 1 (The Fundamental Theorem of Markov Chains): Let X0,X1, … X 0, X 1, be a Markov chain over a finite state space, with transition matrix P P. Suppose that the chain …
Definition of Markov operator - Mathematics Stack Exchange
Mar 26, 2021 · Is this a type of Markov operator? (The infinitesimal generator is also an operator on measurable functions). What's the equivalence between these two definitions and what's …
Prove that if $X\to Y\to Z$ is a Markov chain, then $I (X;Z)\le I (X;Y)$
Almost, but you need "greater than or equal to." We have: $$ H (X|Y) = H (X|Y,Z) \leq H (X|Z) $$ where the first equality is from the Markov structure and the final inequality is because …
Example of a stochastic process which does not have the Markov …
Even stochastic processes arising from Newtonian physics don't have the Markov property, because parts of the state (say, microscopic degrees of freedom) tend not to be observed or …
stochastic processes - Mathematics Stack Exchange
Sep 30, 2023 · A Gauss-Markov process is a random process that is both a Gaussian process and a Markov process. What is the difference between them? Are there Gauss-Markov …