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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the properties of invariant distributions in Markov chains, focusing on positive recurrent communicating classes. The instructor proves the existence and uniqueness of invariant distributions, supported by communicating classes. The lecture discusses the convergence of distributions and the concept of aperiodicity in Markov chains. Examples include random walks on finite cubes and the convergence theorem for irreducible aperiodic positive recurrent matrices.