under what condition does Markov Chain constitute a stationary process?
From: Bill Taylor (w.taylor_at_math.canterbury.ac.nz)
Date: 01/26/05
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Date: 25 Jan 2005 22:24:29 -0800
(losemind@yahoo.com) wrote:
> I am wondering under what conditions does MC consititute a stationary process?
> Is the following the only possibility?
> Find the stationary distribution and then start from the stationary
> distribution at time 0?
Yes; but note that in general, it will be A stationary distribution
rather than THE stationary distribution; e.g. if there are more than one
irreducible set of states.
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Bill Taylor W.Taylor@math.canterbury.ac.nz
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