Discrete-time Markov chain: Difference between revisions

Content deleted Content added
Line 216:
 
==Ergodic theorem==
An instance of [[ergodic theory]], the ergodic theorem for states that for an irreducible aperiodic Markov chain, withfor 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>.