- σ-field
- engendered
- generated
- product
-
- a.s.
- absorbing
- algorithm
- Metropolis
- Propp-Wilson, see exact simulation
- almost sure, almost surely, see a.s.
- aperiodic, see period
-
- birth and death, see chain
- branching
-
- canonical space, process
- cemetery state
- Chapman-Kolmogorov formula
- class
- aperiodic
- closed irreducible
- recurrent
- coalescence
- communication
- Condition
- Doeblin condition
- Kolmogorov
- Condition
- conditioning on the first step, see one step forward
- convergence
- weak, in law
- counting automaton, see word search
- coupling
- Doeblin
- maximal
- criterion
- Foster
- invariant law
- Lamperti
- potential matrix
- transience-recurrence
- Tweedie
- curse of dimensionality
-
- Dirichlet form
- Dirichlet problem
- distribution
- hitting
- stationary, see invariant law
- dog-flea model, see Ehrenfest
- Doob
- duality
- Hilbert space
- measure-function
-
- Ehrenfest
- eigenspace, see spectrum
- eigenvalues, see spectrum
- enlarged state space, see cemetery state
- entropy
- equation
- detailed balance, see local balance
- equilibrium, see balance
- global balance
- heat
- local balance
- parabolic
- reversibility, see local balance
- equilibrium
- thermodynamical
- evolution of a population, see branching
- exit time, distribution
- exponential bounds
-
- filtration
- finite-dimensional marginals
- consistent
- Fourier transform, discrete
- function
- generating
- harmonic
- Lyapunov
- super- or sub-harmonic
-
- Galton-Watson, see branching
- gambler's ruin
- global optimisation, see simulated annealing
- graph
-
- Hahn-Jordan decomposition
-
- i.i.d.
- inequality
- Jensen, Hölder, Minkowski
- irreducible
- strongly
- Ising model
-
- killing, see cemetery state
- Kolmogorov
- equations
- inequality
- Kolmogorov inequality
- theorem
-
- law
- geometric
- Gibbs
- instantaneous
- invariant
- reversible
- law of large numbers
- Lemma
- Fatou
- Lyapunov, see function
-
- macroscopic, microscopic
- Markov chain
- birth and death
- continuous-time
- doubly stationary
- ergodic
- finite state space
- induced
- inhomogeneous
- product
- reversible
- snake
- with two or three states
- Markov property
- strong
- martingale, super- or sub-
- matrix
- doubly stochastic
- Markovian, see transition
- potential, see criterion
- reversible
- stochastic, see transition
- sub-Markovian
- transition
- adjoint
- maximum principle
- measure
- complex
- invariant
- canonical
- probability, see law
- product
- reversible
- signed
- super-invariant
- super-stationary, see super-invariant
- total variation
- monotone systems
- Monte Carlo
- multinomial
-
- negligible, see a.s.
-
- one step forward
-
- period
- Poincaré inequality
- population, see branching
- probability measure, see law
- probability space
-
- queuing
-
- random variable
- random walk
- recurrence
- harmonic functions
- positive or null
- recursion
- backward, see exact simulation
- instantaneous laws
- random
- regeneration
- renewal process
- resolution of the identity
- reversibility
-
- shift operator
- simulated annealing
- simulation
- approximate
- exact
- spectral
- decomposition
- gap
- radius
- spectrum
- reversible matrix
- state space
- decomposition, see class
- stationarity, see equilibrium
- stationary distribution, see invariant law
- Stirling formula
-
- taboo
- Taylor expansion
- theorem
- Cayley—Hamilton
- central limit
- Doeblin ratio limit
- dominated convergence
- ergodic
- in probability
- Kolmogorov
- pointwise
- Kolmogorov extension
- monotone convergence
- monotone limit
- Perron-Frobenius
- spectral
- time
- coalescence
- exit
- hitting
- bilateral
- successive
- unilateral
- stopping
- time reversal
- total variation
- transience
-
- word search
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