New posts in Markov Process

Two different books are giving two different solutions.

If $Y\sim\mu$ with probability $p$ and $Y\sim\kappa(X,\;\cdot\;)$ otherwise, what's the conditional distribution of $Y$ given $X$?

Show that the carré du champ operator is nonnegative

A strange inconsistency between a calculation and a simulation of a TASEP

What is an example of a second-order markov chain?

Convergence of the powers of a Markov transition matrix

Probability of going into an absorbing state

What is the importance of the infinitesimal generator of Brownian motion?

Expected number of steps between states in a Markov Chain

Generate an ε-machine graph from transition probability matrices