Lecture

Ergodic Theorem: Proof and Applications

In course

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Description

This lecture covers the proof of the ergodic theorem, focusing on the positive-recurrence of the coupled chain before coalescence. It explains the concept of positive-recurrence, reducibility, and the existence of a stationary distribution. The lecture also discusses examples and propositions related to Markov chains and stationary distributions.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_d53dpof1

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