General State Space
Many results for Markov chains with finite state space can be generalized to chains with uncountable state space through Harris chains. The main idea is to see if there is a point in the state space that the chain hits with probability one. Generally, it is not true for continuous state space, however, we can define sets A and B along with a positive number ε and a probability measure ρ, such that
Then we could collapse the sets into an auxiliary point α, and a recurrent Harris chain can be modified to contain α. Lastly, the collection of Harris chains is a comfortable level of generality, which is broad enough to contain a large number of interesting examples, yet restrictive enough to allow for a rich theory.
Read more about this topic: Markov Chain
Famous quotes containing the words general state, general, state and/or space:
“General statements omit what we really want to know. Example: “Some horses run faster than others.””
—Mason Cooley (b. 1927)
“The bond between a man and his profession is similar to that which ties him to his country; it is just as complex, often ambivalent, and in general it is understood completely only when it is broken: by exile or emigration in the case of one’s country, by retirement in the case of a trade or profession.”
—Primo Levi (1919–1987)
“I met a traveler from Arkansas
Who boasted of his state as beautiful
For diamonds and apples.”
—Robert Frost (1874–1963)
“Shall we now
Contaminate our fingers with base bribes,
And sell the mighty space of our large honors
For so much trash as may be grasped thus?
I had rather be a dog and bay the moon
Than such a Roman.”
—William Shakespeare (1564–1616)