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Markov models

2 artículos
Markov processMarkov propertyContinuous time markov processExamples of markov chainsMarkov chain mixing timeChapman kolmogorov equationDetailed balanceTransition kernelMarkov kernelHidden markov modelMarkov additive processSemi markov processPiecewise deterministic markov processMarkov chain monte carloMetropolis hastings algorithmGibbs samplingMaximum entropy markov modelConditional random fieldMarkov logic networkMarkov blanketBirth death processBirth processFeller processHunt processDiffusion processInfinitesimal generatorAbsorbing markov chainBalance equation
Probability & StatisticsGradoAnálisis11 min

3.6 Flips, Not 4, and the Beautiful Argument That Says Otherwise

A pebble climbing four boxes on coin flips needs 18/5 flips on average, and the two-line renewal argument that gives 4 is wrong. Its premise is true, since half of all games really do end on flip two, but the non-finishing half is two different states: tails-tails sends the pebble home while heads-heads leaves it on box 3, one flip from the exit and worth only 14/5.

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Combinatorics & Discrete MathGradoAnálisis9 min

The Weakest Player Should Waste the Turn

You hit one time in ten, your two opponents three and six, and you shoot first. Firing into the air is worth 965/4736 = 20.376%, which beats removing the strongest player by 0.195 percentage points, because a landed hit drops you into the duel you must enter second at 7/37 rather than first at 10/37. The article carries all three option values, the fixed points they solve, and the single Nash equilibrium that turns the usual assumption into a conclusion.

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