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:
“‘A thing is called by a certain name because it instantiates a certain universal’ is obviously circular when particularized, but it looks imposing when left in this general form. And it looks imposing in this general form largely because of the inveterate philosophical habit of treating the shadows cast by words and sentences as if they were separately identifiable. Universals, like facts and propositions, are such shadows.”
—David Pears (b. 1921)
“Texas is a heaven for men and dogs but hell for women and oxen.”
—Administration in the State of Texa, U.S. public relief program (1935-1943)
“This moment exhibits infinite space, but there is a space also wherein all moments are infinitely exhibited, and the everlasting duration of infinite space is another region and room of joys.”
—Thomas Traherne (1636–1674)