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What is Markov Chains Cheat Sheet about?

The document provides a cheat sheet on key concepts in Markov chains. It defines the Markov and temporal homogeneity properties, and introduces transitional probabilities and transition matrices. It describes criteria for states to be persistent, null, or ergodic. The decomposition theorem states that the state space can be partitioned into transient states and closed, irreducible sets of persistent states. A stationary distribution is a probability distribution where the distribution at step n+1 equals the

Author

JDTerex

Language

EN