Lecture

Invariant Distributions: Markov Chains

Description

This lecture covers the concept of invariant distributions for Markov Chains, discussing the definitions of invariant distributions and positive recurrence. The instructor explains the implications of invariant distributions and their uniqueness in communicating classes, supported by detailed proofs and examples.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.