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- Relationship between Eigenvalues and Markov Chains
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) seem to have a
- Conditions for a Markov Chain being reversible
0 It is sometimes said that the transition matrix P P of a Markov chain is reversible if there exists a measure λ λ on the state space of the chain so that detailed balance holds: λiPi,j =λjPj,i λ i P i, j = λ j P j, i for all states i i and j j And then λ λ might be called a reversing measure
- probability - Markov umbrellas - Mathematics Stack Exchange
quot;I have $4$ umbrellas randomly distributed between my house and my office Each day I go from my house to the office and back If it's raining, i will take an umbrella in my way to the other p
- Example of a stochastic process which does not have the Markov property
Even stochastic processes arising from Newtonian physics don't have the Markov property, because parts of the state (say, microscopic degrees of freedom) tend not to be observed or included in the state description, but can affect the later evolution of the observed degrees of freedom
- Count of visits to a given state of a Markov chain.
This shouldn't be solved as a Markov chain question It is difficult to find this quantity for a general Markov chain, but here, we can express ξ ξ as a sum of Geometric random variables Try it
- Calculating conditional probability for markov chain
Calculating conditional probability for markov chain Ask Question Asked 13 years, 3 months ago Modified 13 years, 3 months ago
- Calculate the expected value for this markov chain
Calculate the expected value for this markov chain Ask Question Asked 7 years, 6 months ago Modified 7 years, 6 months ago
- probability - Reverse Markov Inequality for non-negative unbounded . . .
I need to lower bound the tail probability of a non-negative random variable I have a lower bound on its expected value I am aware of a reverse markov's inequality that does the job when the random
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