State (Stochastic)

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Stochastic Model

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State (Stochastic)
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State (Stochastic)

Mar 29, 20261 min read

Definition

Values of a stochastic process X(t) are referred to as states of the process.

Interpretation

A state is a possible value the random variable can take — it exists whether or not you’ve observed it.

Related

  • State vs Sample
  • Stochastic Process
  • Absorbing State

Recent Notes

  • Modstok1 Tugas 2

    Apr 03, 2026

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    • Inter-arrival Times

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    • Stochastic Model

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    • Poisson Process Cheatsheet

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    Graph View

    Related notes

    • Aperiodic vs Periodic State
    • Absorbing State
    • Accessible State
    • Chapman-Kolmogorov Equation
    • Communicating Classes
    • Communication
    • Ergodic State
    • Irreducible
    • Limiting Probability
    • Mean Time Spent in Transient States
    • n-step Transition Matrix
    • Period (Stochastic)
    • Random Walk Markov Chain
    • Recurrent vs Transient
    • Regular Transition Probability Matrix
    • Stationary Distribution
    • Stochastic Process
    • Time Reversible Markov Chain
    • Transition Probability Matrix
    • Transition Probability
    • Gambling Model
    • Random Walk Model Example
    • Transition Matrix Example
    • First Step Analysis
    • State Classification Cheatsheet
    • Stochastic Model
    • Limiting Distribution Theorem
    • n-step Transition Matrix Identity

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