Timeline for Stationary distribution in general Markov Chains
Current License: CC BY-SA 3.0
11 events
| when toggle format | what | by | license | comment | |
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| Jun 15, 2020 at 7:27 | history | edited | CommunityBot |
Commonmark migration
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| Jan 6, 2014 at 21:58 | vote | accept | Denis | ||
| Jan 6, 2014 at 19:34 | comment | added | guest | I think that both absorbing and stationary Markov chains have interesting and concise theorems, but when these theorems are generalized to chains with messier properties they only become less concise and do not become more interesting, so they are usually not mentioned. | |
| Jan 6, 2014 at 18:49 | comment | added | Denis | Thank you it is useful, but still I'm surprised nobody has stated this before... | |
| Jan 3, 2014 at 20:57 | comment | added | guest | just the references in the absorbing Markov chain wikipedia page | |
| Jan 3, 2014 at 20:53 | comment | added | Denis | so can you point me to a reference with this ? | |
| Jan 3, 2014 at 20:33 | comment | added | guest | It is linear so it directly generalizes to any distribution over initial states. In absorbing Markov chain theory it is a commonly assumed that we know something about the initial state. | |
| Jan 3, 2014 at 20:31 | comment | added | Denis | Here we can only compute this distribution if the initial state is fixed, which is not a common assumption in Markov chain theory. | |
| Jan 3, 2014 at 20:25 | comment | added | guest | I think it's in the literature as 'limiting distribution' as opposed to 'stationary distribution'. | |
| Jan 3, 2014 at 20:24 | comment | added | Denis | I don't have any problem with how to compute these probabilities and the distribution $\pi$, I'm just looking for a reference doing that. I would be surprised it does not exist already, but if specialists confirm they have no knowledge of it it would also be interesting. | |
| Jan 3, 2014 at 20:21 | history | answered | guest | CC BY-SA 3.0 |