prove ergodic theorem for finite irreducible, aperiodic Markov Chain
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State and prove ergodic theorem for finite irreducible, aperiodic Markov Chain with transition probability matrix $P=(p_ij)$.
I know what irreducible, aperiodic means. But I do not understand about what theorem it is referring. More precisely, what are the things I need to prove.
I know that if a finite markov chain is irreducible, it is called ergodic markov chain. But what to prove here if that is a definition. So what to prove here?
Thanks for any help.
probability-theory statistics stochastic-processes ergodic-theory
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up vote
1
down vote
favorite
State and prove ergodic theorem for finite irreducible, aperiodic Markov Chain with transition probability matrix $P=(p_ij)$.
I know what irreducible, aperiodic means. But I do not understand about what theorem it is referring. More precisely, what are the things I need to prove.
I know that if a finite markov chain is irreducible, it is called ergodic markov chain. But what to prove here if that is a definition. So what to prove here?
Thanks for any help.
probability-theory statistics stochastic-processes ergodic-theory
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
State and prove ergodic theorem for finite irreducible, aperiodic Markov Chain with transition probability matrix $P=(p_ij)$.
I know what irreducible, aperiodic means. But I do not understand about what theorem it is referring. More precisely, what are the things I need to prove.
I know that if a finite markov chain is irreducible, it is called ergodic markov chain. But what to prove here if that is a definition. So what to prove here?
Thanks for any help.
probability-theory statistics stochastic-processes ergodic-theory
State and prove ergodic theorem for finite irreducible, aperiodic Markov Chain with transition probability matrix $P=(p_ij)$.
I know what irreducible, aperiodic means. But I do not understand about what theorem it is referring. More precisely, what are the things I need to prove.
I know that if a finite markov chain is irreducible, it is called ergodic markov chain. But what to prove here if that is a definition. So what to prove here?
Thanks for any help.
probability-theory statistics stochastic-processes ergodic-theory
asked Aug 23 at 10:27
Stat_prob_001
316110
316110
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