Lecture

Positive recurrence: invariant distributions

In course

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Description

This lecture covers the concepts of positive recurrence and invariant distributions in the context of Markov chains. It explains the conditions for a site to be positive recurrent, the relationship between positive recurrence and invariant distributions, and the implications of irreducibility. The lecture also discusses the properties of invariant measures and their connection to positive recurrence. Examples and theorems are provided to illustrate these concepts.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_yuvfjgs8

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