# Tagged Questions

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**1**answer

207 views

### Markov Chain: state reduction

Hi I am trying to understand a proof in a paper (written by Isaac Sonin), I don't know if anyone could give me a clarification on the following:
Firstly we have a Markov chain $\{Y_k\}$ with finite ...

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**1**answer

132 views

### Is anything known about Large Deviation Principle for non additive functionals on Markov chains?

Let $\Sigma$ be a finite set of cardinality $|\Sigma |$ and
$$\Pi = \{ \pi(i,j)\}_{i,j = 1}^{|\Sigma|}$$
a stochastic matrix (ie a matrix whose elements are non negative and such that
each row sum ...

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**1**answer

273 views

### Simple markov chain problem

I know this is an easy problem, but I can't figure it out.
A particle takes discrete steps $σ_1,σ_2,σ_3,…,σ_n$ which take on values +1 or −1. However, $P(σ_i=+1)=p$ and $P(σ_i=−1)$ will be $1-p$.
...

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**2**answers

502 views

### Exist closed forms of the distribution of return time in markov chains?

Hi, I am interested in the distribution of return times in simple random walks on finite graphs.
Let $G$ be a connected finite graph with, with two independent random walks. If both random walks ...

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**3**answers

762 views

### Statistics of a simple Markov chain

Imagine a two-state Markov chain which hops between the states $\pm 1$ with probability $p<1/2$, so that the autocorrelation function after $k$ steps is
$\rho_k = (2p-1)^k$
If I take an ...