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Markov Chains pp 145-169 | Cite as

Long-Run Behavior

  • Pierre Brémaud
Chapter
  • 63 Downloads
Part of the Texts in Applied Mathematics book series (TAM, volume 31)

Abstract

Consider an hmc that is irreducible and positive recurrent. In particular, if its initial distribution is the stationary distribution, it keeps the same distribution at all times.

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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  • Pierre Brémaud
    • 1
  1. 1.ParisFrance

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