Timeline for Intuition on Kronecker Product of a Transition Matrix
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Feb 21, 2019 at 3:28 | comment | added | Taylor | Regarding the comment above, if $\pi$ is the stationary/invariant distribution, then $\pi \otimes \pi$ is the stationary distribution for the product chain. This is because $$ (\pi \otimes \pi)(T \otimes T) = (\pi T) \otimes (\pi T) = \pi \otimes \pi. $$ The first equality is just the "mixed-product" property of Kronecker products. | |
| Oct 20, 2017 at 5:36 | vote | accept | dineshdileep | ||
| Dec 1, 2016 at 6:26 | comment | added | dineshdileep | can you make any comment on the relation between the steady state probability vectors of both the chains? | |
| Nov 29, 2016 at 10:39 | history | answered | user83457 | CC BY-SA 3.0 |