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Springer Undergraduate Mathematics Series

Nicolas Privault

Understanding
Markov Chains
Examples and Applications
Second Edition
Springer Undergraduate Mathematics Series

Advisory Board
M. A. J. Chaplain, University of St. Andrews
A. MacIntyre, Queen Mary University of London
S. Scott, King’s College London
N. Snashall, University of Leicester
E. Süli, University of Oxford
M. R. Tehranchi, University of Cambridge
J. F. Toland, University of Bath
More information about this series at http://www.springer.com/series/3423
Nicolas Privault

Understanding Markov
Chains
Examples and Applications

Second Edition

123
Nicolas Privault
School of Physical and Mathematical
Sciences
Nanyang Technological University
Singapore
Singapore

Additional material to this book can be downloaded from http://extras.springer.com.

ISSN 1615-2085 ISSN 2197-4144 (electronic)

Springer Undergraduate Mathematics Series
ISBN 978-981-13-0658-7 ISBN 978-981-13-0659-4 (eBook)
https://doi.org/10.1007/978-981-13-0659-4

Library of Congress Control Number: 2018942179

Mathematics Subject Classification (2010): 60J10, 60J27, 60J28, 60J20

1st edition: © Springer Science+Business Media Singapore 2013

2nd edition: © Springer Nature Singapore Pte Ltd. 2018
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Preface

Stochastic and Markovian modeling are of importance to many areas of science

including physics, biology, engineering, as well as economics, finance, and social
sciences. This text is an undergraduate-level introduction to the Markovian mod-
eling of time-dependent randomness in discrete and continuous time, mostly on
discrete state spaces, with an emphasis on the understanding of concepts by
examples and elementary derivations. This second edition includes a revision of the
main course content of the first edition, with additional illustrations and applica-
tions. In particular, the exercise sections have been considerable expanded and now
contain 138 exercises and 11 longer problems.
The book is mostly self-contained except for its main prerequisites, which consist
in a knowledge of basic probabilistic concepts. This includes random variables,
discrete distributions (essentially binomial, geometric, and Poisson), continuous
distributions (Gaussian and gamma), and their probability density functions,
expectation, independence, and conditional probabilities, some of which are
recalled in the first chapter. Such basic topics can be regarded as belonging to the
field of “static” probability, i.e., probability without time dependence, as opposed to
the contents of this text which is dealing with random evolution over time.
Our treatment of time-dependent randomness revolves around the important
technique of first-step analysis for random walks, branching processes, and more
generally for Markov chains in discrete and continuous time, with application to the
computation of ruin probabilities and mean hitting times. In addition to the treat-
ment of Markov chains, a brief introduction to martingales is given in discrete time.
This provides a different way to recover the computations of ruin probabilities and
mean hitting times which have been presented in the Markovian framework. Spatial
Poisson processes on abstract spaces are also considered without any time ordering.
There already exist many textbooks on stochastic processes and Markov chains,
including [BN96, Çin75, Dur99, GS01, JS01, KT81, Med10, Nor98, Ros96,
Ste01]. In comparison with the existing literature, which is sometimes dealing with
structural properties of stochastic processes via a more compact and abstract
treatment, the present book tends to emphasize elementary and explicit calculations

v
vi Preface

instead of quicker arguments that may shorten the path to the solution, while being
sometimes difficult to reproduce by undergraduate students.
Some of the exercises have been influenced by [Çin75, JS01, KT81, Med10,
Ros96] and other references, while a number of them are original, and their solu-
tions have been derived independently. The problems, which are longer than the
exercises, are based on various topics of application. This second edition only
contains the answers to selected exercises, and the remaining solutions can be
downloaded in a solution manual available from the publisher’s Web site, together
with Python and R codes. This text is also illustrated by 41 figures.
Some theorems whose proofs are technical, as in Chaps. 7 and 9, have been
quoted from [BN96, KT81]. The contents of this book have benefited from
numerous questions, comments, and suggestions from undergraduate students in
Stochastic Processes at the Nanyang Technological University (NTU) in Singapore.

Singapore, Singapore Nicolas Privault

March 2018
Contents

1 Probability Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Probability Spaces and Events . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Probability Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Conditional Probabilities and Independence . . . . . . . . . . . . . . . 6
1.4 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Probability Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6 Expectation of Random Variables . . . . . . . . . . . . . . . . . . . . . . 17
1.7 Moment and Probability Generating Functions . . . . . . . . . . . . . 30
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2 Gambling Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.1 Constrained Random Walk . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.2 Ruin Probabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.3 Mean Game Duration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
3 Random Walks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
3.1 Unrestricted Random Walk . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
3.2 Mean and Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.3 Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.4 First Return to Zero . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
4 Discrete-Time Markov Chains . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.1 Markov Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.2 Transition Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
4.3 Examples of Markov Chains . . . . . . . . . . . . . . . . . . . . . . . . . . 94
4.4 Higher-Order Transition Probabilities . . . . . . . . . . . . . . . . . . . . 98
4.5 The Two-State Discrete-Time Markov Chain . . . . . . . . . . . . . . 101
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108

vii
viii Contents

5 First Step Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115

5.1 Hitting Probabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
5.2 Mean Hitting and Absorption Times . . . . . . . . . . . . . . . . . . . . 121
5.3 First Return Times . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
5.4 Mean Number of Returns . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
6 Classification of States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
6.1 Communicating States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
6.2 Recurrent States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
6.3 Transient States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
6.4 Positive Versus Null Recurrence . . . . . . . . . . . . . . . . . . . . . . . 156
6.5 Periodicity and Aperiodicity . . . . . . . . . . . . . . . . . . . . . . . . . . 157
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
7 Long-Run Behavior of Markov Chains . . . . . . . . . . . . . . . . . . . . . . 163
7.1 Limiting Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
7.2 Stationary Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
7.3 Markov Chain Monte Carlo . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
8 Branching Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
8.1 Construction and Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
8.2 Probability Generating Functions . . . . . . . . . . . . . . . . . . . . . . . 192
8.3 Extinction Probabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
9 Continuous-Time Markov Chains . . . . . . . . . . . . . . . . . . . . . . . . . . 211
9.1 The Poisson Process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
9.2 Continuous-Time Markov Chains . . . . . . . . . . . . . . . . . . . . . . . 217
9.3 Transition Semigroup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
9.4 Infinitesimal Generator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
9.5 The Two-State Continuous-Time Markov Chain . . . . . . . . . . . . 235
9.6 Limiting and Stationary Distributions . . . . . . . . . . . . . . . . . . . . 240
9.7 The Discrete-Time Embedded Chain . . . . . . . . . . . . . . . . . . . . 247
9.8 Mean Absorption Time and Probabilities . . . . . . . . . . . . . . . . . 252
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256
10 Discrete-Time Martingales . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
10.1 Filtrations and Conditional Expectations . . . . . . . . . . . . . . . . . . 263
10.2 Martingales - Definition and Properties . . . . . . . . . . . . . . . . . . 265
10.3 Stopping Times . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266
10.4 Ruin Probabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
10.5 Mean Game Duration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276
Contents ix

11 Spatial Poisson Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281

11.1 Spatial Poisson (1781–1840) Processes . . . . . . . . . . . . . . . . . . 281
11.2 Poisson Stochastic Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
11.3 Transformations of Poisson Measures . . . . . . . . . . . . . . . . . . . 285
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
12 Reliability Theory . . . . . . . . . . . . . . . . . . . ......... . . . . . . . . . . 289
12.1 Survival Probabilities . . . . . . . . . . . . ......... . . . . . . . . . . 289
12.2 Poisson Process with Time-Dependent Intensity . . . . . . . . . . . . 291
12.3 Mean Time to Failure . . . . . . . . . . . . ......... . . . . . . . . . . 292
Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . ......... . . . . . . . . . . 293
Appendix A: Some Useful Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
Appendix B: Solutions to Selected Exercises and Problems . . . . . . . . . . . 297
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
Subject Index. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
Author Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
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27 spring

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