Discrete-time Markov chain: Difference between revisions

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==Ergodic theorem==
An instance of [[ergodic theory]], the ergodic theorem for states that for an irreducible aperiodic Markov chain, with any two states ''i'' and ''j'',<ref name="PRS"/>
:<math>p_{i,j}^{(n)}\rightarrow \frac{1}{M_j}</math> as <math>n\rightarrow \infty</math>.
 
==Notes==