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Construction of a Markov Chain with Given Stationary Distribution |
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| Authors: | Fred J Connell |
| Institution: | Department of Mathematics , Millikin University , Decatur , IL , 62522 , USA |
| Abstract: | Given a rational, finite probability vector, a Markov chain is constructed having the given vector as its stationary distribution. |
| Keywords: | Stationary distribution Markov chain |