Lecture
Convergence theorem: proof
Description
This lecture covers the convergence theorem for irreducible aperiodic positive recurrent transition matrices with unique invariant laws. The proof involves a clever coupling idea, showing that all states are aperiodic and the convergence to the invariant law. The lecture also discusses the concept of period in Markov chains and the properties of product Markov chains. Additionally, it explores the use of independent sequences of uniform random variables and stopping times in the context of Markov chains.
Official source
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