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 and/or space:
“An aristocratic culture does not advertise its emotions. In its forms of expression it is sober and reserved. Its general attitude is stoic.”
—Johan Huizinga (1872–1945)
“Inferiors revolt in order that they may be equal, and equals that they may be superior. Such is the state of mind which creates revolutions.”
—Aristotle (384–322 B.C.)
“It is the space inside that gives the drum its sound.”
—Hawaiian saying no. 1189, ‘lelo No’Eau, collected, translated, and annotated by Mary Kawena Pukui, Bishop Museum Press, Hawaii (1983)