Completely noisy binary symmetric channel Created 2026-09-24 Updated 2026-09-24
At crossover probability , the two rows of the transition matrix of a binary symmetric channel coincide. Its output is then independent of its input and its capacity is zero.
Mirror coupling under an involution 2026-10-06
Suppose an involution of a Markov chain satisfies . Start one chain at , set the other equal to its image under until the first hitting time of the fixed-point set of , and subsequently use identical transitions. This is a coalescing coupling, because the symmetry preserves each marginal transition matrix and both chains coincide at that hitting time.
Pairwise mixing diameter 2026-10-06
For a finite Markov chain with transition matrix , define . If is a stationary distribution and , then . The first bound follows by writing and using the triangle inequality; the second uses the triangle inequality through .
Past exam of the mathematics course of the University of Cambridge 2004 ib Paper 1 22H Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2005 ib Paper 1 19D Solution Created 2026-09-24 Updated 2026-09-24
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Past exam of the mathematics course of the University of Cambridge 2006 ib Paper 4 9C Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2007 ib Paper 1 19C Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2007 ib Paper 4 9C i Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2009 ii Paper 4 14E Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2014 ib Paper 4 9H a Solution Created 2026-09-24 Updated 2026-10-06
The Markov property and the Chapman-Kolmogorov equation giveFor each intermediate state, one first uses the next-step transition probability and then the following one; the sampled history adds no information once is known. Thus is a homogeneous Markov chain with transition matrix and initial law . In particular,If zero is not a state of , this probability is zero.