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Markov Chains

Definition

(n-μ)-small

Definition

Accessible

Definition

Aperiodic

Definition

Atom

Definition

Chapman Kolmogorov Equation

Definition

Communication

Definition

Construction of Invariant measure

Definition

Continuous Time Markov Chain

Definition

Convergence to Equilibrium

Definition

Detailed Balance

Definition

Dobrushin's Ergodic Coefficient

Definition

Equivalent Bounds

Definition

Ergodic Theorem

Definition

Existence of Invariant measure

Definition

Feller condition for invariant measure

Definition

Foster-Lyapunov Theorems

Definition

Harris Recurrent

Definition

Indistinguishable

Definition

Invariant Distribution

Definition

Invariant Distribution ↔ Positive Recurrence

Definition

Invariant Distribution for CTMC

Definition

Invariant Measure

Definition

Invariant probability measure

Definition

Irreducible

Definition

Joint Markov Chain

Definition

Kac's Lemma

Definition

Markov chain

Definition

Markov Property

Definition

MCMC

Definition

Metropolis Hastings Algorithm

Definition

Monte Carlo Method

Definition

Moving from small to petite sets

Definition

Null Recurrence

Definition

Petite Set

Definition

Positive Harris Recurrent

Definition

Positive Recurrent

Definition

Q-Matrix

Definition

Recurrent

Definition

Stationary

Definition

Transient

Definition

Transition Kernel

Definition

Uniquely Ergodic

Definition

Uniqueness of invariant measure