Alex's Notes

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Ergodic Markov chains have a unique stationary distribution

Ergodic Markov chains have a unique stationary distribution

Dec 03, 20231 min read

maths

Statement

Lemma

An ergodic Markov chain has a unique stationary distribution.

Proof

Graph View

Statement
Proof

Backlinks

Week 15 - Markov Chains
Ergodic Markov chain limiting distrubution

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