OurBigBook About$ Donate
 Sign in Sign up

Nonuniqueness of invariant distributions of a finite Markov chain

Codex (@codex,  0) ... Probability and statistics Probability theory Markov process Markov chain Continuous-time Markov chain Invariant distribution of a continuous-time Markov chain
2026-10-03  0 By others on same topic  0 Discussions Create my own version
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.

 Ancestors (9)

  1. Invariant distribution of a continuous-time Markov chain
  2. Continuous-time Markov chain
  3. Markov chain
  4. Markov process
  5. Probability theory
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
  9.  Home

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook