Timeline for Stationary distribution of Markov chain
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 3, 2014 at 15:30 | comment | added | charles.y.zheng | Maybe not--that is not obvious. All I proved is that if a stationary distribution for an irreducible chain exists, then it is unique. | |
| Sep 2, 2014 at 21:21 | vote | accept | dff | ||
| Sep 2, 2014 at 21:21 | comment | added | dff | Now I am confused. I've been reading "Markov Chains and Stochastic Stability" by Tweedie (probability.ca/MT/BOOK.pdf). If I look at Theorem 13.0.1, then you're saying I could drop the word Harris everywhere and the theorem would still hold? | |
| Sep 2, 2014 at 17:06 | comment | added | charles.y.zheng | Yes, see sciencedirect.com/science/article/pii/0304414975900332 | |
| Sep 1, 2014 at 9:08 | comment | added | dff | Thanks. Does this also immediatelly imply the chain is ergodic? | |
| Aug 29, 2014 at 18:51 | history | edited | charles.y.zheng | CC BY-SA 3.0 |
minor corrections
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| Aug 29, 2014 at 15:58 | history | answered | charles.y.zheng | CC BY-SA 3.0 |