All Questions

Consider the following dimension stochastic matrix, \begin{bmatrix} p & q & 0 & 0 & 0 \\ 0 & 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & 1 & 0 \\ 0 & 0 & 0 &...

Let $M$ be a Markov chain on $\{0, 1, 2, \dots\} \cup \{\delta\}$, where $\Pr(i \to j) > 0$ for $i, j \in \mathbb{N}$ only if $j > i$, and $\Pr(\delta \to \delta) = 1$. This represents a birth-...

Let $P_{\mathbf{p}}$ be a $n \times n$ row-stochastic matrix whose entries are a function of a probability vector $\mathbf{p} \in \mathbf{R}_{> 0}^n$, $\sum_i p_i = 1$ and define the following ...

The problem: We have a $n$-state Markov chain with arbitrary initial distribution and transition matrix $P$ that is arbitrary except that we know that $P$ has trace $n-1$. Of course $P$ is also a ...

Consider a markov chain matrix P of size n x n (n states). P is known to be: 1- there are at least two absorbent states. one of them is denoted by null. (thus, we have that P_null,null = 1) 2- For ...

Consider a markov chain matrix P of size n x n (n states). P is known to be: 1- Not irreducible (i.e. there exist at least a pair of states i, j such that we cannot go from i to j) 2- Not all ...