New posts in markov-process

Constructing Martingales from Markov Processes

stochastic-processes martingales markov-process

Strong Markov property of Brownian motion

probability stochastic-processes brownian-motion markov-process

Finding the transition probably matrix

markov-chains markov-process

Select a new value from last $N$ values; how long until the last $N$ are all the same?

probability combinatorics random-walk markov-process

Expected number of steps between states in a Markov Chain

probability matrices probability-theory markov-chains markov-process

Is the transition semigroup of the solution of an SDE with Lipschitz coefficients strongly continuous on $C_b$?

probability-theory stochastic-processes markov-process stochastic-analysis stochastic-differential-equations

Expected value of steps taken to hit +1 on a 1D integer random walk given you start from zero?

probability expected-value markov-process random-walk

Markov Decision Process

probability markov-process

Difference in probability distributions from two different kernels

measure-theory probability-theory stochastic-processes markov-process

Hilbert's Barber Shop

probability stochastic-processes markov-process

Markov chains: is "aperiodic + irreducible" equivalent to "regular"?

probability stochastic-processes markov-chains markov-process

Interpretation for the determinant of a stochastic matrix?

probability matrices stochastic-processes markov-chains markov-process

Motivation of Feynman-Kac formula and its relation to Kolmogorov backward/forward equations?

functional-analysis partial-differential-equations stochastic-processes stochastic-calculus markov-process

Continuous functions on $\{0,1\}^\mathbb{N}$

real-analysis analysis markov-process

Why does a time-homogeneous Markov process possess the Markov property?

probability-theory stochastic-processes markov-process

Convergence of discrete-time Markov chain to Feller processes

probability-theory stochastic-processes markov-chains markov-process stochastic-analysis

Transition matrix exercise

probability stochastic-processes markov-chains markov-process transition-matrix

Is $(B_t^2)$ Markov where $(B_t)$ is Brownian motion?

probability-theory stochastic-processes brownian-motion markov-process

Is the state space of a transient irreductible Markov chain infinite?

probability probability-theory stochastic-processes markov-chains markov-process

Markov strong property exercise

probability probability-theory stochastic-processes markov-chains markov-process