Jan 13, 2024 · In my question, I will first present my understanding of the Strong Markov Property vs the Weak Markov Property, and then present a simulation. Ideally, in the simulation, we should be able …

Markov processes and, consequently, Markov chains are both examples of stochastic processes. Random process and stochastic process are completely interchangeable (at least in many books on …

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

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 …

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 Markov Chains) …

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.

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)

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? The title of …

Oct 3, 2019 · My question may be related to this one, but I couldn't figure out the connection. Anyway here we are: I'm learning about Markov chains from Rozanov's "Probability theory a concise course". …

Jul 18, 2017 · Intuitively: If a Markov process has a limiting distribution (which is the "probability vector after a huge number of iterations [that is] independent from the initial probability vector that you …