6533b851fe1ef96bd12a9a6e
RESEARCH PRODUCT
Convergence of Markov Chains
Achim Klenkesubject
CombinatoricsMarkov chain mixing timeMarkov chainChain (algebraic topology)Markov renewal processBalance equationAdditive Markov chainMarkov propertyExamples of Markov chainsMathematicsdescription
We consider a Markov chain X with invariant distribution π and investigate conditions under which the distribution of X n converges to π as n→∞. Essentially it is necessary and sufficient that the state space of the chain cannot be decomposed into subspaces that the chain does not leave, or that are visited by the chain periodically; e.g., only for odd n or only for even n.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2020-01-01 |