Stationary Distributions for Discrete Time Markov Chains

Rinaldo B. Schinazi
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Rinaldo B. Schinazi: University of Colorado, Department of Mathematics

Chapter Chapter 6 in Classical and Spatial Stochastic Processes, 2014, pp 105-129 from Springer

Abstract: Abstract We continue the study of Markov chains initiated in Chap. 5. A stationary distribution is a stochastic equilibrium for the chain. We find conditions under which such a distribution exists. We are also interested in conditions for convergence to a stationary distribution.

Keywords: Discrete-time Markov Chain; Ehrenfest Chain; Death Chain; Positive Recurrence; Ehrenfest Model (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4939-1869-0_6

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DOI: 10.1007/978-1-4939-1869-0_6

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