Timeline for finiteness of moments of the stationary distribution of a Markov chain
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| Oct 13, 2020 at 16:38 | vote | accept | Laurent Lessard | ||
| Oct 13, 2020 at 16:37 | comment | added | Laurent Lessard | Now that I think of it, I guess that doesn't make much sense... My numerical simulations suggested that $\pi$ exists and has finite moments, but you bring up a good point. I will have to think about this more. | |
| Oct 13, 2020 at 8:48 | comment | added | Martin Hairer | If your transition probabilities don't have finite moments, why would you expect $\pi$ to have finite moments? | |
| Oct 12, 2020 at 23:13 | history | edited | Laurent Lessard | CC BY-SA 4.0 |
question made erroneous claims; I removed them.
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| Oct 11, 2020 at 22:15 | history | edited | Laurent Lessard | CC BY-SA 4.0 |
deleted 98 characters in body
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| Oct 11, 2020 at 18:43 | answer | added | Iosif Pinelis | timeline score: 2 | |
| S Oct 11, 2020 at 11:35 | history | suggested | gmvh |
Added top-level tag
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| Oct 11, 2020 at 11:06 | review | Suggested edits | |||
| S Oct 11, 2020 at 11:35 | |||||
| Oct 11, 2020 at 0:54 | history | asked | Laurent Lessard | CC BY-SA 4.0 |