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Markov chains


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Stochastic process
Parameter space / Time
State space
Markov chain
Markov chain (equivalent Def.)
Chapman-Kolmogorov equation (general)
Chapman-Kolmogorov equation (stationary)
Homogeneous / Stationary Markov chain
Stochastic matrix
Initial distribution
m-step transition probability (from i to j)
m-step transition matrix
Marginal distribution (Markov chain)
Random walk (with absorbing barriers)