Finite irreducible chains
Theorem taught in Classes, recurrence, and reversibility, part of Stochastic processes
Finite irreducible chains
| Type | Theorem |
| Taught in | Classes, recurrence, and reversibility |
| Part | Stochastic processes |
A finite irreducible chain has a unique stationary distribution, and every entry of that distribution is strictly positive. If the chain is also aperiodic, then p_{ij}^{(n)}\to\pi_j for every i and j.
Used in
- Taught in Classes, recurrence, and reversibility, where the derivation and examples are.
- All 3 questions on Classes, recurrence, and reversibility
See also
Stationary distribution · Recurrence and period · Detailed balance