Lecture

Positive recurrence: invariant distributions

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.

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.

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.