Markov process vs. markov chain vs. random process vs. stochastic ...
Markov processes and, consequently, Markov chains are both examples of stochastic processes. Random process and stochastic process are completely interchangeable (at least in many …
probability theory - 'Intuitive' difference between Markov Property …
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 …
Confusion about definition of ergodicity in Markov Chains
May 6, 2022 · This reflects the fact that there are several inequivalent definitions of ergodicity for Markov chains in the literature. Some authors ask for a single absorbing class, which is sligthly …
what is the difference between a markov chain and a random walk?
Jun 17, 2022 · Then $\text {it's a Markov Chain}$ . 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 …
What is an example of a positive recurrent Continuous-time …
Jul 27, 2020 · Would taking any null recurrent discrete-time markov chain and constructing a $Q$-matrix from its transition matrix work?
Example of a stochastic process which does not have the Markov …
A stochastic process has the Markov property if the conditional probability distribution of future states of the process depends only upon the present state. [...] given the present, the future …
Definition of Markov operator - Mathematics Stack Exchange
Mar 26, 2021 · Explore related questions probability stochastic-processes stochastic-calculus markov-process stochastic-analysis See similar questions with these tags.
When the sum of independent Markov chains is a Markov chain?
Jul 18, 2015 · Do you want to know whether the sum of two independent Markov chains is a Markov chain or whether the sum of two independent Markov processes is a Markov process? …
Finding steady state equations of infinite-dimensional Markov Chain
Feb 27, 2023 · Finding steady state equations of infinite-dimensional Markov Chain Ask Question Asked 2 years, 8 months ago Modified 2 years, 8 months ago
Why Markov matrices always have 1 as an eigenvalue
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 …