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 …
Properties of Markov chains - Mathematics Stack Exchange
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 …
Intuitive meaning of recurrent states in a Markov chain
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 …
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 …
property about transient and recurrent states of a Markov chain
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.
probability - Understanding the "Strength" of the Markov Property ...
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 …
probability - How to prove that a Markov chain is transient ...
Oct 5, 2023 · probability probability-theory solution-verification markov-chains random-walk See similar questions with these tags.
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 …
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 …
How to characterize recurrent and transient states of Markov chain
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, …