Mar
3
comment Approximating a Markov process by differential equations
I am sure there must be literature on fitting this data to a continuous time markov chain. I am not quite sure how though. I think there must be a really simple approach based on maximum likelihood
Mar
3
comment Approximating a Markov process by differential equations
This is data taken per second or something? You have discretised a continuous markov chain, if that is the case
Mar
3
comment Approximating a Markov process by differential equations
so you have data you want to fit the data to this model? what is the data?
Mar
3
comment Approximating a Markov process by differential equations
regardless where you start, $M(t)$ should converge to the equilibrium distribution. which is obtained by solving $0 = \lambda P$.
Mar
3
comment Approximating a Markov process by differential equations
you are solving one of the Kolmogorov equation (see: en.wikipedia.org/wiki/Continuous-time_Markov_chain ), if you start with $(1,0,0)^T$, then you are saying, assuming your have 1 particle starting at the first position, there is $M_i(t)$ probability such that the probability you will find the particle in $i$th state at time $t$ is $M_i(t)$
Mar
3
reviewed Close number of elements of each order in p-groups $Z_{p^n}\rtimes Z_p$ and $Z_{p^n}\times Z_p$
Mar
3
reviewed Close Question about Finite Abelian Groups
Mar
2
reviewed Close Proof the first-order equation
Mar
2
reviewed No Action Needed Parametric inequality problem
Mar
1
comment random events, show if $P(B')=0.4$ then $P(A\cap B') \le 0.4$
Yes. Basically, the probability you pick 1 sock from a drawer randomly is black is bigger than the probability you pick a pair which are black...
Feb
28
reviewed Approve suggested edit on how to find the equation of one curve in XY plan which satisfies such functions?
Feb
28
reviewed No Action Needed Is there an analytic function satisfying $\,\,f\big(\!\frac 1 n\!\big)=\frac 1 {\sqrt{n}},\, \,n\in\mathbb N$?
Feb
28
reviewed Leave Closed Prove that the rings $\Bbb Z[X]$ and $\Bbb Z[X,Y]$ are not isomorphic
Feb
28
reviewed Approve suggested edit on Find generating function For sequences
Feb
28
reviewed No Action Needed What is the probability of following Mutually Inclusive Event?
Feb
28
comment Expected value of Stock Price, Poisson Process
yeah, that is what i thought you meant.
Feb
28
reviewed Reviewed Number of binary $M\times N$ matrices with even row sums, even col sums and $K$ ones, $K$ even
Feb
28
reviewed Close Linear algebra, modules annihilator
Feb
28
reviewed Close Maple: How do I show vectors with many elements?
Feb
28
reviewed Close Proof question using Rolle's Theorem