A Simple Proof of the Fundamental Theorem of Finite Markov Chains

DOI10.2307/2322321MaRDI QIDQ3749868zbMATH OpenOpenAlexFDO

Authors George J. Maltese

Publication date 1986

Published in The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2322321

zbMATH Keywords

existence of a stationary distribution

Mathematics Subject Classification ID

Fixed-point theorems (47H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation
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• A simple proof of a theorem on Markov operators
• Perron-frobenius-type theorems for tridiagonal operators
• Normal distributions of finite Markov chains
• A renewal theorem for a sequence of dependent random variables

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