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

Mark Whitmeyer

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arXiv · 1905.02830

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

Mark Whitmeyer

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Abstract

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.

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Mark Whitmeyer. 2019-05-07. A Simple Proof of the Monotonicity of the Invariant Distribution for a Discrete Markov Chain. https://arxiv.org/abs/1905.02830

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