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Results tagged with pr.probability
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user 541042
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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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
0
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Long-time conditioning for a Markov Chain
I am studying MERW and for some reasons, i would like to know if, if I have $(X_n)$ an irreducible Markov Chain, I can say that
$\mathbb{P}(X_1=x | X_0=a, X_n = b)$ goes to $\mathbb{P}(X_1=x | X_0=a)$ …
- 11