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...

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 …

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

Oct 5, 2019 · markov chain - transient and recurrent states proof Ask Question Asked 6 years, 3 months ago Modified 6 years, 3 months ago

I am looking for a book (or online article (s)) on Markov decision processes that contains lots of worked examples or problems with solutions. The purpose of the book is to grind my teeth on some …

Jun 17, 2022 · Then 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 random walk , but it doesn't …

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

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 …

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 …

which is the key point of the so called "first step analysis". See for instance Chapter 3 in Karlin and Pinsky's Introduction to Stochastic Modeling. But the book does not bother giving a proof of it. Here …