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:
“Treating ‘water’ as a name of a single scattered object is not intended to enable us to dispense with general terms and plurality of reference. Scatter is in fact an inconsequential detail.”
—Willard Van Orman Quine (b. 1908)
“President Lowell of Harvard appealed to students ‘to prepare themselves for such services as the Governor may call upon them to render.’ Dean Greenough organized an ‘emergency committee,’ and Coach Fisher was reported by the press as having declared, ‘To hell with football if men are needed.’”
—For the State of Massachusetts, U.S. public relief program (1935-1943)
“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)