STAT333 Lecture Notes - Lecture 14: Pokot People
Document Summary
Irreducibility is related to the uniqueness of the stationary distribution. Aperiodicity the limiting distribution is related to the existence of. To ntl tff x n happens with probability fn. It 250 npn construct pr we can for example po tz pz te such that. O o it turns out not not exist. Ci t 42 eat 4 to t. at fit. O not a dista stationary distribution does not exist positive recurrence of the stationary distribution is related to the existence. Positive pea can apply basic limittheorem order to find p we in diagonalization technique use the p q aq when d b diagonal. Ifp bt u d bt ua. pe itph i. B ba a ph atpa apd acte pp. This corresponds to the result that thb limit does not depend on i pe o we saw that the stationary distribution.
