The Stationary Distribution for Blackwell’s Markov Chain

Ernest Nieznaj ()
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Ernest Nieznaj: Lublin University of Technology

Methodology and Computing in Applied Probability, 2025, vol. 27, issue 3, 1-21

Abstract: Abstract I find the stationary distribution for the Markov process given by D.Blackwell in Blackwell (Ann Math Statist 29:313–316 1958). This process has countably many states all of which are instantaneous. The stationary distribution for a Markov chain, both in continuous and discrete time, composed of a finite number of mutually independent, two-state Markov chains, is also derived. Additionally, I give a compact formula for the entropy associated with these invariant distributions.

Keywords: Blackwell’s example; Markov chain; Stationary distribution; Entropy; 60J22; 60J27; 28D20 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s11009-025-10202-5

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