A Simple Proof of the Monotonicity of the Invariant Distribution for a Discrete Markov Chain
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🧮 math.PR
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chaindiscretedistributioninvariantmarkovmonotonicityproofsimple
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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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