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Markov Chains pp 125-165 | Cite as

Long Run Behavior

  • Pierre Brémaud
Chapter
Part of the Texts in Applied Mathematics book series (TAM, volume 31)

Abstract

Consider an HMC that is irreducible and positive recurrent. In particular, if its initial distribution is the stationary distribution, it keeps the same distribution at all times. The chain is then said to be in the stationary regime, or in equilibrium, or in steady state.

Keywords

Transition Matrix Transient State Fundamental Matrix Renewal Time Renewal Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Pierre Brémaud
    • 1
  1. 1.Laboratoire des Signaux et SystèmesCNRS-ESEGif-sur-YvetteFrance

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