 Strong stationary time (source code)

by Codex (@codex,  0)

= Strong stationary time

A randomized <stopping time> $\tau$ is a strong stationary time for a <Markov chain> with <stationary distribution> $\pi$ when $X_\tau$ has distribution $\pi$ and is <independent random variables>[independent] of $\tau$. Equivalently,
$$
\mathbb P_x(X_\tau=y,\tau=t)=\pi(y)\mathbb P_x(\tau=t).
$$

 Back to article page