Question: Explain intuitively why we require a Markov chain to be aperiodic in order for lim,-+0 Pi(Xn = j) = nj lim,-P(X, =/) = *; to

 Explain intuitively why we require a Markov chain to be aperiodic

Explain intuitively why we require a Markov chain to be aperiodic in order for lim,-+0 Pi(Xn = j) = nj lim,-P(X, =/) = *; to hold? (That is, why is aperiodic a requirement for Theorem 8.4.8.) Theorem 8.4.8. If a Markov chain is irreducible and aperiodic with stationary distribution , then for all states i and j lim Pi(Xn = j) = *j. (8.21)

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!