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This chapter is concerned with the behavior of Markov chains in large time, including the computation of their limiting and stationary distributions. Here, the notions of recurrence, transience, and classification of states introduced in the previous chapter play a major role.

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Long-Run Behavior of Markov Chains

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  • 发表日期：

    2026年

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  • Nicolas Privault

摘要

This chapter is concerned with the behavior of Markov chains in large time, including the computation of their limiting and stationary distributions. Here, the notions of recurrence, transience, and classification of states introduced in the previous chapter play a major role.