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I am working on MERW (Maximal entropy random walk) for a project. I want to show that given a graph G, there is $\textbf{only one}$ aperiodic markov chain on G that maximises the entropy creation rate ...

I'm running the Metropolis-Hastings algorithm with state space $E$, target distribution $\mu=p\lambda$ and proposal kernel $Q$ to estimate $\mu(hf)$ for a fixed function $f:E\to[0,\infty)^3$ and a ...

Let $\tilde\kappa$ denote the transition kernel of the Markov chain generated by the Metropolis-Hastings algorithm with proposal kernel $\tilde Q$ and target distribution $\tilde\mu$ (see definitions ...