Revision #592 → #1384 · back to history
addedMarkov chain / Markov process5c36b14d57ac
addedDiscrete-time Markov chain (DTMC)1ef4f816817f
addedContinuous-time Markov chain (CTMC)0af584291d72
addedMarkov process (memorylessness)8ef5a2f537b2
addedMarkov chain (state/index space)0e1bf07df3e3
addedTransitions and transition probabilities0c09be40e7ed
addedMarkov property (discrete-time)9005f80fc045
addedCoin purse non-Markov example2cf59450f3ab
addedMarkovian reformulation by coin countsbac4a4bfc7f1
addedDiscrete-time Markov chainfbd823d7be75
addedState space of the chainb0b10f0dec3e
addedTime-homogeneous Markov chainbbabb48990b1
addedStationary Markov chain3299a203adf1
addedStationarity implies time-homogeneity41b9553f8f1d
addedCondition for stationarity72d41497ba27
addedMarkov chain with memory (order m)84aee3c5d61b
addedTransition matrix (finite state space)d2b70bed12c0
addedTransition matrix is right stochastic6002290fbf66
addedStationary distribution124e49ce82a1
addedStationary distribution as left eigenvector601dfbde9240
addedk-step transition probabilitya907e97e7a10
addedUnique stationary distribution (Perron–Frobenius)741e74038478
addedDiagonal-1 row/column persistencefb43ec11bdea
addedConvergence speed to stationary distribution9af5ed4b7e57
addedContinuous-time Markov chain67f9ecebb2e7
addedInfinitesimal definition of CTMCe6eacbf25c60
addedJump chain / holding time definition2125c5c19e95
addedTransition probability definition5f8819c4459d
addedLocally interacting Markov chainsf4ce1c7486be
addedHarris chains generalizationbebe64fd4191
addedContinuous-time Markov process (general state space)216c3f057725
addedTime-homogeneous (weak Markov property)c52b91fd8b5e
addedTransition function / semigroup9a709b156ba1
addedCommunicating states / irreducibilitybfbbd9253a0c
addedPeriod of a stated15e043e5629
addedPeriodic / aperiodic statea786c84e4555
addedTransient / recurrent statef085f7d642d2
addedMean hitting timeb80430c7848a
addedPositive / null recurrent1eaa8be44744
addedClass properties45475c58e401
addedAbsorbing state8cc071ed6d59
addedIrreducibility implies common perioddd440e69c194
addedFinite irreducible has unique stationary distribution849565abb6b3
addedErgodic state6d86076c3f27
addedErgodic Markov chain010dd0d1a2bc
addedFinite irreducible chain ergodicity34df6269e77e
addedSingle out-going transition obstruction0c217920b1f1
addedPrimitive / regular matrix8f76a843958b
addedIndex of primitivity3773dcf77d28
addedExponent upper bound7b7deb4295b0
addedExponent with diagonal entries0d7503c85fff
addedSymmetric matrix exponent586c5418c847
addedDulmage–Mendelsohn theoremd2012c4c3876
addedMarkov chain as measure-preserving dynamical system8ed89bd86f92
addedErgodic dynamical system9a8cbf54d659
addedIrreducibility equivalent to ergodicity of dynamical system399cc2d3ba81
addedMarkovian representation84476637ee80
addedAutoregressive time series Markov representation37d968550b3d
addedHitting timec841f95b5caa
addedExpected hitting timesd3d52463ed88
addedTime reversal is Markovf488d7c28e3e
addedKelly's lemma9a8653d4a60a
addedReversible chain64f1d70dba36
addedKolmogorov's criterionb38f30ddf1fa
addedEmbedded Markov chain7bb0d1ff399e
addedDelta-skeletona3eafc5cfda6
addedBernoulli scheme18ff2e33ad42
addedOrnstein isomorphism theorem919fdb572361
addedTopological Markov chain / subshift of finite typef06f63e75e45
addedM/M/1 queueb8d6374f8d5f
addedPageRank Markov chainb288953de43f
addedDrunkard's walkf367b35abaa4
addedIndependent states as Markov chain6c6cb7635ca3
addedMark V. Shaney924aa848f328
addedRandom walks and gambler's ruineaedad0ce82c