I am aware this question borderlines retardedness, but I am seeking an accurate explanation. I understand in null-recurrent cases, the expected amount of time to explore states can be infinite. Is this because if the expected time that you visit states is infinite, it will "take infinite amount of time, on average, for the Markov Chain to converge"? Is there anyway of formalising this using the total variation distance of measures?
2026-03-30 00:53:02.1774831982
Why cannot the Markov Chains used in MCMC simulations be null recurrent?
100 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in MARKOV-CHAINS
- Calculating probabilities using Markov chains.
- Probability being in the same state
- Random walk on $\mathbb{Z}^2$
- Polya's Urn and Conditional Independence
- Markov Chain never reaches a state
- Finding a mixture of 1st and 0'th order Markov models that is closest to an empirical distribution
- Find probability function of random walk, stochastic processes
- Generating cycles on a strongly connected graph
- Will be this random walk a Markov chain?
- An irreducible Markov chain cannot have an absorbing state
Related Questions in MONTE-CARLO
- Computing admissible integers for the Atanassov-Halton sequence
- Disturbing MATLAB Accuracy in Monte Carlo Simulation
- Choosing a random solution among infinite solutions of a linear system
- How to use Monte Carlo integration on a linear combination of f(x)?
- Monte Carlo Approximation of $\int_0^1\int_0^x x^2y dy dx$
- Give two algorithms for generating a random variable.
- When can the collapsed Gibbs sampling be applied?
- How to solve differential equations (ODE) using Monte Carlo methods?
- Random Numbers - the most common Value of $(x_1^2+y_1^2+...+x_N^2+y_N^2)/N$
- Numerical integration of triple integral
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
The goal of MCMC techniques is to compute integrals with respect to a probability measure $\pi$ using some Markov process with stationary distribution $\pi$. But null recurrent Markov processes have no stationary distribution. Hence MCMC techniques are, by their very construction, restricted to positive recurrent Markov processes.