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...

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 …

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 …

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.

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

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

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 …

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 = …

Feb 8, 2023 · You cannot "prove" Markov property, unless you are given some property of your chain beforehand (Markov property is often a part of the definition of a Markov chain)