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 the …

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 that a Markov …

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

Markov processes and, consequently, Markov chains are both examples of stochastic processes. Random process and stochastic process are completely interchangeable (at least in many books on …

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 conclude …

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 on

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 cumbersome other...

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 matrix this means Y = …

Jun 6, 2025 · In a Markov process, a null recurrent state is returned to, but just not often enough for the return to be classified as periodic with any finite period. (eg. returning, on average once every 4.5 …

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 concise course". …