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 words chain and/or analysis:
“A chain is no stronger than its weakest link, and life is after all a chain.”
—William James (18421910)
“The spider-mind acquires a faculty of memory, and, with it, a singular skill of analysis and synthesis, taking apart and putting together in different relations the meshes of its trap. Man had in the beginning no power of analysis or synthesis approaching that of the spider, or even of the honey-bee; but he had acute sensibility to the higher forces.”
—Henry Brooks Adams (18381918)