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Results tagged with pr.probability
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user 46900
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
2
votes
0
answers
166
views
Must rows of a transition matrix be distinct?
Is it true that for all continuous time Markov processes on a countable state space $S$, we have
all rows of the transition matrix $\mathbf{P}_t$ are distinct for all time $t\in[0,\infty)$ ?
This i …
- 165
6
votes
A Markov process which is not a strong markov process?
Reflected Brownian motion on the slit domain $D\setminus [0,\infty)\times \{0\}$ where $D$ is the unit disc in the plane. It is Not strong Markov for hitting times on the slit, but it is Markovian.
- 165
3
votes
1
answer
422
views
How fast does the Heat equation with boundary condition $\frac{\partial u}{\partial \vec{n}}...
Consider the heat equation $\frac{\partial u}{\partial t}=\frac{1}{2}\Delta u$ in a bounded domain (say the interval [0,$\pi$]) with boundary condition $$\frac{\partial u}{\partial \vec{n}}=u^2$$
with …
- 121