Markov chains Flashcards
1
Q
Makov stochastic process
A
2
Q
Stationary distribution
A
3
Q
Ergodic markov chain
A
4
Q
Regular markov chain
A
i.e. it’s regular if some power of the transition matrix has only positive entries
5
Q
Theorem 1: existence of a stationary vector
A
6
Q
Theorem 2: uniqueness of the stationary distribution
A
