Steady-state Analysis and The Time-inhomogeneous Markov Chain
for every state j and every time n then is an equilibrium distribution of the Markov chain. Such can occur in Markov chain Monte Carlo (MCMC) methods in situations where a number of different transition matrices are used, because each is efficient for a particular kind of mixing, but each matrix respects a shared equilibrium distribution.
Famous quotes containing the word chain:
“The years seemed to stretch before her like the land: spring, summer, autumn, winter, spring; always the same patient fields, the patient little trees, the patient lives; always the same yearning; the same pulling at the chainuntil the instinct to live had torn itself and bled and weakened for the last time, until the chain secured a dead woman, who might cautiously be released.”
—Willa Cather (18731947)