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...

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 to create the …

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 mc but that's …

Dec 25, 2020 · All states of a finite irreducible Markov chain are recurrent. As irreducible Markov chains have one class, statement $1$ implies all states are either transient or recurrent.

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 Markov Chains) …

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 …

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 = …

Jan 24, 2023 · In general, stationary distributions for finite Markov chains exist if and only if the chain is irreducible, in which case the stationary distribution is unique if and only if the chain is aperiodic (this …

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

6 Tim's characterization of states in terms of closed sets is correct for finite state space Markov chains. Partition the state space into communicating classes. Every recurrent class is closed, but no …