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<p>I find the stationary distribution for the Markov process given by D.Blackwell in Blackwell (Ann Math Statist 29:313–316 1958). This process has countably many states all of which are instantaneous. The stationary distribution for a Markov chain, both in continuous and discrete time, composed of a finite number of mutually independent, two-state Markov chains, is also derived. Additionally, I give a compact formula for the entropy associated with these invariant distributions.</p>

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The Stationary Distribution for Blackwell’s Markov Chain

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  • 发表日期：

    2025年9月8日

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  • Ernest Nieznaj

摘要

I find the stationary distribution for the Markov process given by D.Blackwell in Blackwell (Ann Math Statist 29:313–316 1958). This process has countably many states all of which are instantaneous. The stationary distribution for a Markov chain, both in continuous and discrete time, composed of a finite number of mutually independent, two-state Markov chains, is also derived. Additionally, I give a compact formula for the entropy associated with these invariant distributions.