cybics/math/Markov chain.md

a random walk with no memory: the next state depends only on the current one, through a fixed matrix of transition probabilities. everything the process will ever do is in that matrix

when the chain is irreducible and aperiodic, perron-frobenius-theorem gives it a unique stationary distribution that any starting point converges to — the mathematical skeleton under diffusion, pagerank and focus on the cybergraph

perron-frobenius-theorem · random walk · spectral gap

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