Work

The Stationary Distribution for Blackwell’s Markov Chain

Year: 2025

Type: article

Abstract: 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.

Source: Methodology And Computing In Applied Probability

DOI: 10.1007/s11009-025-10202-5

Author: Ernest Nieznaj

Institution: Lublin University of Technology

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,290

OpenAlex ID: W4414060466