Markov chain ergodicity conditions

Patrick Maillé
Patrick Maillé
10.8 هزار بار بازدید - 5 سال پیش - This video describes the "ergodicity
This video describes the "ergodicity conditions" for a discrete-time Markov chain, that are the conditions under which the state probabilities converge to a unique strictly positive vector (the steady-state distribution), for any starting state or distribution.
5 سال پیش در تاریخ 1398/07/16 منتشر شده است.
10,895 بـار بازدید شده
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