Timeline for Limiting distribution of a Markov Chain
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 19, 2019 at 2:21 | comment | added | Math1000 | For a finite state Markov chain, a limiting distribution exists iff it is irreducible and aperiodic. This is the most "elegant" solution I can think of. | |
| Nov 23, 2019 at 22:43 | comment | added | whuber♦ | What exactly does the product $AD^{*}A^{-1}$ look like? You can determine this without doing any calculation, because you can use either the definition of matrix multiplication or reasoning about its eigenvalues to establish that it contains a great many zeros. | |
| Nov 23, 2019 at 18:55 | review | First posts | |||
| Nov 23, 2019 at 19:03 | |||||
| Nov 23, 2019 at 18:54 | history | asked | Sara Mun | CC BY-SA 4.0 |