Nonuniqueness of invariant distributions of a finite Markov chain

ID: nonuniqueness-of-invariant-distributions-of-a-finite-markov-chain

Every closed communicating class of a finite Markov chain has its own invariant probability distribution. All invariant distributions are convex combinations of those class distributions. In particular, a finite irreducible chain has a unique invariant distribution, while a reducible chain may have many.

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