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Questions about the properties of vector spaces and linear transformations, including linear systems in general.
4
votes
0
answers
75
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All possible discrete probability distributions arising from a finite length product of stoc...
Consider a discrete probability distribution $x = (x_1,\ldots,x_n)$, where $x_i\ge0$, $\sum_ix_i=1$, and a set of $M$ stochastic matrices $P^1,\ldots,P^M\in\mathbb{R}^{n\times n}$, where all $P_{ij}\g …
1
vote
0
answers
199
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Stationary distributions of convex combination of stochastic matrices
Consider two irreducible finite state Markov chains with transition matrices $A,B\in\mathbb{R}^{n\times n}$.
Let $x$ and $y$ be the unique stationary distributions of $A$ and $B$, respectively.
Now co …