Apr 25, 2017 · A Markov process is basically a stochastic process in which the past history of the process is irrelevant if you know the current system state. In other words, all information about …

We covered Markov chains in class and after going through the details, I still have a few questions. (I encourage you to give short answers to the question, as this may become very …

I would like to know what books people currently like in Markov Chains (with syllabus comprising discrete MC, stationary distributions, etc.), that contain many good exercises. Some such book …

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

I am looking for a book (or online article (s)) on Markov decision processes that contains lots of worked examples or problems with solutions. The purpose of the book is to grind my teeth on …

6 Tim's characterization of states in terms of closed sets is correct for finite state space Markov chains. Partition the state space into communicating classes. Every recurrent class is closed, …

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 …

A Markov process is (usually) a slightly more general thing, it's only required to exhibit the Markov property, which makes sense for uncountable states (and "time"), or more general supports. …

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 …

Nov 21, 2011 · Which is a good introductory book for Markov chains and Markov processes? Thank you.