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Ergodic theorem for a finite continuous-time Markov chain (T−1∫0T​f(Xt​)dt→∑n​π(n)f(n))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Markov process Markov chain Continuous-time Markov chain
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For a finite irreducible Markov chain in continuous time, time averages converge almost surely to averages under its unique stationary distribution, from any initial state. Applying this to an activation indicator yields the corresponding throughput.

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  1. Continuous-time Markov chain
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  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 213 / 3 / Solution

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