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Search results with tag "Stochastic process"
1 The Definition of a Stochastic Process
stat.math.uregina.ca1 The Definition of a Stochastic Process Suppose that (Ω,F,P) is a probability space, and that X : Ω → R is a random variable. Recall that this means that Ω is a space, F is …
1 Limiting distribution for a Markov chain
www.columbia.edusuch a distribution will be a stationary stochastic process. We will also see that we can nd ˇ by merely solving a set of linear equations. 1.1 Communication classes and irreducibility for Markov chains For a Markov chain with state space S, consider a pair of …