In what follows fix a law v0 of x0 and a function f : S → R. What is the law of x1? Archives

Class Stochastic Processes Markov Chains

August 7, 2021
Festus Mutiso
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A law on the state space S can be represented by an n × 1 matrix (column vector), In what follows fix a law v0 of x0 and a function f : S → R. What is the law of x1?, One simple and widely used class of stochastic processes are Markov chains. In this question we study Markov chains on a finite state space., some variables evolve over time in a random (stochastic) way in that even if you know everything up to time t it is still impossible to know for sure which values the variables take in the future.

Class Stochastic Processes Markov Chains. In many applications, some variables evolve over time in a random (stochastic) way in that even if you know everything up to time…

Tag: In what follows fix a law v0 of x0 and a function f : S → R. What is the law of x1?

Class Stochastic Processes Markov Chains