Convergence of stationary MC
For a Markov chain to converge to have a Stationary MC distribution then in the transition matrix :
or for the whole matrix
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Dec 16, 20241 min read
For a Markov chain to converge to have a Stationary MC distribution then in the transition matrix K:
t→∞limpij(t)=pjor for the whole matrix
t→∞limKt−Kt+1=0