All Questions
52 questions with no upvoted or accepted answers
0
votes
0
answers
117
views
Ergodicity property for continuous-time Harris positive Markov process
I have posted this question on there, but got no answer.
The following theorem is Theorem 13.3.3 of Meyn and Tweedie's Markov Chains and Stochastic Stability on page 328:
Theorem 13.3.3. If $\Phi$ ...
- 109
0
votes
0
answers
151
views
Inequality relating stationary probabilities and transition probabilities
Let $P$ be the transition probability matrix of a aperiodic irreducible DTMC and let $\pi$ be its stationary distribution. I would like to know if there is any literature on types of Markov chains ...
- 23