Markov Chains by James R. Norris 2026-10-24
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Author's authorized chapter previews. Sections 1.7, 1.8 and 1.10 develop invariant probability distributions, convergence to equilibrium and the countable-state Markov chain ergodic theorem for Markov chains. The distinction between a normalizable invariant measure and an invariant measure of infinite mass is crucial on a countably infinite state space.
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