Questions tagged [markov-chains]
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5 questions from the last 30 days
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Markov chain on the real line: Numerical methods for evaluating the stationary distribution
Consider a Markov chain on the real line with transition probabilities
$$
p(x_0,x)=\mathbf 1_{\{x\geq x_0+\alpha\,\cup\,x\leq x_0-\beta\}}\phi(x)+\delta(x-x_0)\left(\Phi(x_0+\alpha)-\Phi(x_0-\beta)\...
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Markov Chain that maximises the entropy creation rate
I am working on MERW (Maximal entropy random walk) for a project.
I want to show that given a graph G, there is $\textbf{only one}$ aperiodic markov chain on G that maximises the entropy creation rate ...
- 11
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Limit distribution of this discrete time Markov chain is standard normal?
Consider a discrete time, uncountable state space Markov chain with one-step transition density
$$
p^{(1)}(z_0,z)=\mathbf 1_{\{z\leq z_0-\theta\lor z\geq z_0+\theta\}}\phi(z)
+\delta(z-z_0)\left(\Phi(...
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The cars problem, again
Consider the following simple problem: We are given $2n$ parking spots, labelled from 0 to $2n-1$. There are $n$ cars on the first $n$ spots, and the remaining $n$ spots are free. At every step, every ...
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On the behaviour of individual random walks of a Markov Chain
My current research (on Probabilistic Automaton) brought me to the following question regarding Markov Chains. I state the definitions for the sake of clarity.
Let $M$ be a discrete-time finite Markov ...
