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.
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© 1999 Springer Science+Business Media New York
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Brémaud, P. (1999). Long Run Behavior. In: Markov Chains. Texts in Applied Mathematics, vol 31. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3124-8_4
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DOI: https://doi.org/10.1007/978-1-4757-3124-8_4
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-3131-3
Online ISBN: 978-1-4757-3124-8
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