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Gerald Edgar
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This is a Markov chain in state-space $\mathbb R^n$. There is machinery to determine whether (and to what) it converges. You determine that a certain $n \times n$ matrix is "irreducible" and then you get convergence to

This part below wrong, the unique (up to scalar multiple) positive eigenvector with eigenvalue $1$. Goes back to Perron & Frobeniusstate space is continuous, I guessnot finite...

You determine that a certain $n \times n$ matrix is "irreducible" and then you get convergence to the unique (up to scalar multiple) positive eigenvector with eigenvalue $1$. Goes back to Perron & Frobenius, I guess.

Maybe this 3-term average has a name in probability theory (but I don't know one) ... However I really doubt is has a name in number theory.

This is a Markov chain in state-space $\mathbb R^n$. There is machinery to determine whether (and to what) it converges. You determine that a certain $n \times n$ matrix is "irreducible" and then you get convergence to the unique (up to scalar multiple) positive eigenvector with eigenvalue $1$. Goes back to Perron & Frobenius, I guess.

Maybe this 3-term average has a name in probability theory (but I don't know one) ... However I really doubt is has a name in number theory.

This is a Markov chain in state-space $\mathbb R^n$. There is machinery to determine whether (and to what) it converges.

This part below wrong, the state space is continuous, not finite...

You determine that a certain $n \times n$ matrix is "irreducible" and then you get convergence to the unique (up to scalar multiple) positive eigenvector with eigenvalue $1$. Goes back to Perron & Frobenius, I guess.

Maybe this 3-term average has a name in probability theory (but I don't know one) ... However I really doubt is has a name in number theory.

added 144 characters in body
Source Link
Gerald Edgar
  • 41.1k
  • 5
  • 125
  • 219

This is a Markov chain in state-space $\mathbb R^n$. There is machinery to determine whether (and to what) it converges. You determine that a certain $n \times n$ matrix is "irreducible" and then you get convergence to the unique (up to scalar multiple) positive eigenvector with eigenvalue $1$. Goes back to Perron & Frobenius, I guess.

Maybe this 3-term average has a name in probability theory (but I don't know one) ... However I really doubt is has a name in number theory.

This is a Markov chain in state-space $\mathbb R^n$. There is machinery to determine whether (and to what) it converges. You determine that a certain $n \times n$ matrix is "irreducible" and then you get convergence to the unique (up to scalar multiple) positive eigenvector with eigenvalue $1$. Goes back to Perron & Frobenius, I guess.

This is a Markov chain in state-space $\mathbb R^n$. There is machinery to determine whether (and to what) it converges. You determine that a certain $n \times n$ matrix is "irreducible" and then you get convergence to the unique (up to scalar multiple) positive eigenvector with eigenvalue $1$. Goes back to Perron & Frobenius, I guess.

Maybe this 3-term average has a name in probability theory (but I don't know one) ... However I really doubt is has a name in number theory.

Source Link
Gerald Edgar
  • 41.1k
  • 5
  • 125
  • 219

This is a Markov chain in state-space $\mathbb R^n$. There is machinery to determine whether (and to what) it converges. You determine that a certain $n \times n$ matrix is "irreducible" and then you get convergence to the unique (up to scalar multiple) positive eigenvector with eigenvalue $1$. Goes back to Perron & Frobenius, I guess.