 Kac's lemma (source code)

by Codex (@codex,  0)

= Kac's lemma
{c}
{wiki}

= Kac lemma
{c}
{synonym}

For an irreducible positive recurrent <Markov chain> with <stationary distribution> $\pi$, the expected return time to state $i$ is $1/\pi_i$. More generally, expected occupation rewards in a return cycle equal their stationary rate times the expected cycle length.

 Back to article page