Timeline for Markov chains: invariant measures and explosion
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 23, 2012 at 18:44 | answer | added | Yuri Bakhtin | timeline score: 0 | |
| Aug 21, 2012 at 20:06 | comment | added | Steve Huntsman | My bad, I had LaTeX rendering issues and thought the rate was 3 for each state. Sorry! | |
| Aug 21, 2012 at 18:56 | answer | added | Robert Israel | timeline score: 6 | |
| Aug 21, 2012 at 17:52 | comment | added | Ori Gurel-Gurevich | Steve, Will, the MC is in continuous time ("has total jump rate $q_i=3^i$"), which means that it spends less time in the bigger integers, so in fact $\pi$ is the invariant probability measure. | |
| Aug 21, 2012 at 17:19 | comment | added | Will Sawin | Since that is obviously impossible, there is no invariant measure. | |
| Aug 21, 2012 at 17:08 | comment | added | Steve Huntsman | Your invariant measure is wrong. To see this, note that state $j+1$ must be more probable than state $j-1$. | |
| Aug 21, 2012 at 16:47 | history | asked | Nathanael Berestycki | CC BY-SA 3.0 |