Advertisement

Markov Chains pp 289-329 | Cite as

Convergence Rates

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

Abstract

In view of the convergence in variation of an ergodic Markov chain to its stationary distribution, one may consider that the value at a “large” time n of the state is “approximately” distributed according to the stationary distribution.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  • Pierre Brémaud
    • 1
  1. 1.ParisFrance

Personalised recommendations