2

I've got some troubles understanding all connections between different Markov chains and their meaning, more specifically:

I know that if the matrix P is regular, it has a limiting distribution which also is the unique stationary distribution. But what if P is non regular, what does it tells us about the stationary distribution? Does it have multiple, or none stationary distribution?

Thanks!

uoiu
  • 593
  • Does this answer your question? https://math.stackexchange.com/questions/1581473/what-does-a-steady-state-vector-tell-us-if-the-markov-chain-is-irregular – CyclotomicField Nov 10 '22 at 11:12

0 Answers0