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Let $p=(p(1),\ldots,p(N))$ be a discrete distribution on $[N]:=\{1,2,\ldots,N\}$ with full support (i.e all the $p(i)$'s are strictly positive and sum to $1$). Let $i_1,i_2,\ldots,i_T$ be an iid ...

Consider a continuous-time, irreducible Markov chain $X_t$ on a finite state space $E$. Assume the jump rates are $R(x,y)$ for $x,y\in E$, the generator is $L$, i.e for any function $f$ on E, $$Lf(x)=\...