Index

  1. σ-field
    1. engendered
    2. generated
    3. product
  2.  
  3. a.s.
  4. absorbing
  5. algorithm
    1. Metropolis
    2. Propp-Wilson, see exact simulation
  6. almost sure, almost surely, see a.s.
  7. aperiodic, see period
  8.  
  9. birth and death, see chain
  10. branching
  11.  
  12. canonical space, process
  13. cemetery state
  14. Chapman-Kolmogorov formula
  15. class
    1. aperiodic
    2. closed irreducible
    3. recurrent
  16. coalescence
  17. communication
    1. Condition
    2. Doeblin condition
    3. Kolmogorov
      1. Condition
  18. conditioning on the first step, see one step forward
  19. convergence
    1. weak, in law
  20. counting automaton, see word search
  21. coupling
    1. Doeblin
    2. maximal
  22. criterion
    1. Foster
    2. invariant law
    3. Lamperti
    4. potential matrix
    5. transience-recurrence
    6. Tweedie
  23. curse of dimensionality
  24.  
  25. Dirichlet form
  26. Dirichlet problem
  27. distribution
    1. hitting
    2. stationary, see invariant law
  28. dog-flea model, see Ehrenfest
  29. Doob
  30. duality
    1. Hilbert space
    2. measure-function
  31.  
  32. Ehrenfest
  33. eigenspace, see spectrum
  34. eigenvalues, see spectrum
  35. enlarged state space, see cemetery state
  36. entropy
  37. equation
    1. detailed balance, see local balance
    2. equilibrium, see balance
    3. global balance
    4. heat
    5. local balance
    6. parabolic
    7. reversibility, see local balance
  38. equilibrium
    1. thermodynamical
  39. evolution of a population, see branching
  40. exit time, distribution
  41. exponential bounds
  42.  
  43. filtration
  44. finite-dimensional marginals
    1. consistent
  45. Fourier transform, discrete
  46. function
    1. generating
    2. harmonic
    3. Lyapunov
    4. super- or sub-harmonic
  47.  
  48. Galton-Watson, see branching
  49. gambler's ruin
  50. global optimisation, see simulated annealing
  51. graph
  52.  
  53. Hahn-Jordan decomposition
  54.  
  55. i.i.d.
  56. inequality
    1. Jensen, Hölder, Minkowski
  57. irreducible
    1. strongly
  58. Ising model
  59.  
  60. killing, see cemetery state
  61. Kolmogorov
    1. equations
    2. inequality
  62. Kolmogorov inequality
    1. theorem
  63.  
  64. law
    1. geometric
    2. Gibbs
    3. instantaneous
    4. invariant
    5. reversible
  65. law of large numbers
  66. Lemma
    1. Fatou
  67. Lyapunov, see function
  68.  
  69. macroscopic, microscopic
  70. Markov chain
    1. birth and death
    2. continuous-time
    3. doubly stationary
    4. ergodic
    5. finite state space
    6. induced
    7. inhomogeneous
    8. product
    9. reversible
    10. snake
    11. with two or three states
  71. Markov property
    1. strong
  72. martingale, super- or sub-
  73. matrix
    1. doubly stochastic
    2. Markovian, see transition
    3. potential, see criterion
    4. reversible
    5. stochastic, see transition
    6. sub-Markovian
    7. transition
      1. adjoint
  74. maximum principle
  75. measure
    1. complex
    2. invariant
      1. canonical
    3. probability, see law
    4. product
    5. reversible
    6. signed
    7. super-invariant
    8. super-stationary, see super-invariant
    9. total variation
  76. monotone systems
  77. Monte Carlo
  78. multinomial
  79.  
  80. negligible, see a.s.
  81.  
  82. one step forward
  83.  
  84. period
  85. Poincaré inequality
  86. population, see branching
  87. probability measure, see law
  88. probability space
  89.  
  90. queuing
  91.  
  92. random variable
  93. random walk
  94. recurrence
    1. harmonic functions
    2. positive or null
  95. recursion
    1. backward, see exact simulation
    2. instantaneous laws
    3. random
  96. regeneration
  97. renewal process
  98. resolution of the identity
  99. reversibility
  100.  
  101. shift operator
  102. simulated annealing
  103. simulation
    1. approximate
    2. exact
  104. spectral
    1. decomposition
    2. gap
    3. radius
  105. spectrum
    1. reversible matrix
  106. state space
    1. decomposition, see class
  107. stationarity, see equilibrium
  108. stationary distribution, see invariant law
  109. Stirling formula
  110.  
  111. taboo
  112. Taylor expansion
  113. theorem
    1. Cayley—Hamilton
    2. central limit
    3. Doeblin ratio limit
    4. dominated convergence
    5. ergodic
      1. in probability
      2. Kolmogorov
      3. pointwise
    6. Kolmogorov extension
    7. monotone convergence
    8. monotone limit
    9. Perron-Frobenius
    10. spectral
  114. time
    1. coalescence
    2. exit
    3. hitting
      1. bilateral
      2. successive
      3. unilateral
    4. stopping
  115. time reversal
  116. total variation
  117. transience
  118.  
  119. word search
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3.16.139.8