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
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