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Results tagged with markov-chains
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user 2660
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Stationary distribution of Markov chain
Yes. Let $T$ denote the transition kernel. Suppose $\pi$ and $\nu$ are distinct stationary distributions. Let $\tau'$ be defined by $\tau'(A) = \min(\pi(A),\nu(A))$: then $\tau'$ is a finite measur …
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