New posts in Markov Chains

Random walk to stay in an interval forever

Invariant measure of Euler-Maruyama Discretisation of an Ito diffusion

Solving a Rubik's cube via a series of randomly selected (quarter-turn) Singmaster moves

Markov chain on groups

Compute the stationary distribution of a large transition matrix

Generate an ε-machine graph from transition probability matrices

Slow computation of recursive sequences

Efficient way to simulate thousands of Markov chains

Constructing higher order transition probability matrix

Constructing transition probability matrix