What is the difference between all types of Markov Chains?
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 the …
reference request - What are some modern books on Markov Chains …
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 on
Prove that if $X\to Y\to Z$ is a Markov chain, then $I (X;Z)\le I (X;Y)$
Almost, but you need "greater than or equal to." We have: $$ H (X|Y) = H (X|Y,Z) \leq H (X|Z) $$ where the first equality is from the Markov structure and the final inequality is because conditioning reduces …
Newest 'markov-chains' Questions - Mathematics Stack Exchange
Stochastic processes (with either discrete or continuous time dependence) on a discrete (finite or countably infinite) state space in which the distribution of the next state depends only on the current …
what is the difference between a markov chain and a random walk?
Jun 17, 2022 · Then it's a Markov Chain it's a Markov Chain . If you use another definition : From the first line of each random walk and Markov Chain , I think a Markov chain models a type of random walk , …
Proving The Fundamental Theorem of Markov Chains
Apr 14, 2024 · Theorem 1 (The Fundamental Theorem of Markov Chains): Let X0,X1, … X 0, X 1, be a Markov chain over a finite state space, with transition matrix P P. Suppose that the chain is …
Example of a stochastic process which does not have the Markov …
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 …
Proof of the Markov Property - Mathematics Stack Exchange
Feb 8, 2023 · Proof of the Markov Property Ask Question Asked 2 years, 11 months ago Modified 2 years, 10 months ago
Intuitive meaning of recurrent states in a Markov chain
Jun 6, 2025 · In a Markov process, a null recurrent state is returned to, but just not often enough for the return to be classified as periodic with any finite period. (eg. returning, on average once every 4.5 …
Definition of Markov operator - Mathematics Stack Exchange
Mar 26, 2021 · Is this a type of Markov operator? (The infinitesimal generator is also an operator on measurable functions). What's the equivalence between these two definitions and what's the intuition …