What is a Markov Chain? - Mathematics Stack Exchange
This means that the Markov chain may be modeled as a n*n matrix, where n is the number of possible states. An example of a process which may be modeled by a Markov chain is the sequence of faces of a die showing up, if you are allowed to rotate the die wrt an edge. The corresponding matrix is
What does the steady state represent to a Markov Chain?
2012年4月17日 · You are correct, a Markov Chain is completely determined once it is defined. That means, no matter what step (or time) you are interested in, I can find the distributions for that step. This property is known as uniqueness.
Is any subchain of Markov chain also a Markov chain?
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information theory - Prove that if $X\to Y\to Z$ is a Markov chain ...
In more detail, to see how the Markov property works "backwards," notice that (assuming these point masses make sense):
probability - Prove that something is a Markov chain
Show that $(Y_{n)n\geq0}$ is a Markov chain and find it's transition matrix. First time user here. I just got into Markov's chains and is continuously struggling with this type of question.
probability - A function of a Markov chain is necessarily again a ...
2017年5月2日 · Markov chain of a given limit state Hot Network Questions Why does a country like Singapore have a lower gini coefficient than France despite France having higher income/wealth taxes?
Expectation in markov chain - Mathematics Stack Exchange
Calculations with a Markov chain Hot Network Questions Smallest arcseconds viewable by perfect conditions (i.e. space-based telescope)
How to understand explosion in continuous-time Markov chains?
2019年1月1日 · It is well known that for example in a pure-birth process, explosion occurs when $$ \sum_{n=1}^\infty \lambda_n^{-1} < \infty $$ where $\lambda_n$ is the birth-rate of a new individual when the
probability - Bernoulli - Markov chain - Mathematics Stack Exchange
2020年2月17日 · Y3 is already 0 and Y4 cannot be two - so it's not possible. For second case : when X2 =0 which means both Y1 and Y2 are zero. X3 =1 means Y3 has to be 1 as Y2 is zero. Now, for calculating X4 =2 , Y4 has to be 1 because Y3 is also 1. In short X4 depends on what we have in X2 but to be a markov chain it should not depend on X2 right? $\endgroup$
How to "look back" in a Markov chain? - Mathematics Stack …
2016年9月28日 · So for your Markov chain $(X_t, t\ge0)$ there exists a reversed version Markov chain, say $(X^*_t, t\ge0)$, which goes back in time. This argument can be made more clear and strict but it is not the proper place here to do it (check the chapters on Reversible Markov chain in the classic books on queueing theory and markov chains.