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arXiv:1905.02830 [math.PR]AbstractReferencesReviewsResources

A Simple Proof of the Monotonicity of the Invariant Distribution for a Discrete Markov Chain

Mark Whitmeyer

Published 2019-05-07Version 1

This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.

Comments: 2 pages
Categories: math.PR
Subjects: 60J10
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