Summary
A short proof for the contraction-property of the map TP = P.P for homogeneous Markov chains with attractive states is presented 1). It enables the application of Banach’s fixed point theorem to show the existence of the stable distribution. This approach may serve as an alternative for the classic approach (cf. [1], chapter v.2) presented in postcalculus texts on the basics of Markov chains.
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References
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© 1987 Physica-Verlag Heidelberg
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Österreicher, F. (1987). A Short Proof for the Contraction-Property of Markov Chains with Attractive States. In: Sendler, W. (eds) Contributions to Stochastics. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46893-3_18
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DOI: https://doi.org/10.1007/978-3-642-46893-3_18
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-642-46895-7
Online ISBN: 978-3-642-46893-3
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