Suppose a time-reversible Markov chain has transition matrix P and stationary distribution . Show that the Markov
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Suppose a time-reversible Markov chain has transition matrix P and stationary distribution π. Show that the Markov chain can be regarded as a random walk on a weighted graph with edge weights w(i, j) = πiTij for all states i and j.
DistributionThe word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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