Archive for March, 2012

Puzzled by the definition of stationarity

I’m reading Santosh Vempala’s survey “Geometric Random Walks: A Survey,” and already I’m puzzled at one of the very first definitions he gives. Define a Markov chain as a state space sigma algebra pair \((K, \mathcal{A})\) with transition probability measures given by \(P_u\) for each \(u \in K.\) A distribution \(Q\) on \((K, \mathcal{A})\) is [...]