Timeline for Stationary distribution of mixture of Markov Chain with "complete" Markov Chain
Current License: CC BY-SA 3.0
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| Jul 23, 2018 at 19:47 | comment | added | Elle Najt | @DavidHandelman Perhaps instead of an explicit computation, there are some useful bounds (in terms of $\alpha$) controlling the total variation distance of the stationary distribution of $\alpha P + (1 - \alpha)Q$ from the stationary distribution of $Q$? | |
| Nov 14, 2017 at 22:56 | comment | added | chickenNinja123 | Yes exactly, that is what I am asking for. I know the general case might be too ambitious, but for $Q = E$ I had some hope... And no, I am only talking about matrices, i.e. Markov Chains with finite state space. | |
| Nov 14, 2017 at 14:42 | comment | added | David Handelman | You seem to be asking, if $P$ and $Q$ are row-stochastic primitive $n \times n$ matrices, then can the normalized left Perron eigenvector of a convex combination of $P$ and $Q$ be reconstructed from those of $P$ and $Q$ (and in the first case, $Q = E$)? (The answer is probably not.) Or are you talking about Markov chains with infinite state space? | |
| Nov 14, 2017 at 10:24 | review | First posts | |||
| Nov 14, 2017 at 10:34 | |||||
| Nov 14, 2017 at 10:21 | history | asked | chickenNinja123 | CC BY-SA 3.0 |