Time series

Stationary distribution

Stationary distribution may refer to: * A special distribution for a Markov chain such that if the chain starts with its stationary distribution, the marginal distribution of all states at any time will always be the stationary distribution. Assuming irreducibility, the stationary distribution is always unique if it exists, and its existence can be implied by positive recurrence of all states. The stationary distribution has the interpretation of the limiting distribution when the chain is irreducible and aperiodic. * The marginal distribution of a stationary process or stationary time series * The set of joint probability distributions of a stationary process or stationary time series In some fields of application, the term stable distribution is used for the equivalent of a stationary (marginal) distribution, although in probability and statistics the term has a rather different meaning: see stable distribution. Crudely stated, all of the above are specific cases of a common general concept. A stationary distribution is a specific entity which is unchanged by the effect of some matrix or operator: it need not be unique. Thus stationary distributions are related to eigenvectors for which the eigenvalue is unity. (Wikipedia).

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More resources available at www.misterwootube.com

From playlist The Normal Distribution

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From playlist Probability Distributions

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From playlist Statistics: Describing Data

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From playlist The Normal Distribution

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From playlist Probability Distributions

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From playlist Unit 1: Descriptive Statistics

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From playlist Statistics

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From playlist Oxford Mathematics Student Lectures - Probability

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From playlist Advances in Applied Probability 2019

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From playlist Bangalore School on Statistical Physics - XII (ONLINE) 2021

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From playlist Data Science Concepts

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From playlist Bayesian Statistics

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From playlist 2017 - T2 - Stochastic Dynamics out of Equilibrium - CEB Trimester

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From playlist Mars Atmosphere Playlist

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PROGRAM : BANGALORE SCHOOL ON STATISTICAL PHYSICS - XII (ONLINE) ORGANIZERS : Abhishek Dhar (ICTS-TIFR, Bengaluru) and Sanjib Sabhapandit (RRI, Bengaluru) DATE : 28 June 2021 to 09 July 2021 VENUE : Online Due to the ongoing COVID-19 pandemic, the school will be conducted through online

From playlist Bangalore School on Statistical Physics - XII (ONLINE) 2021

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From playlist Discrete Probability Distributions in Statistics (WK 9 - QBA 237)

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From playlist Markov Chains Clearly Explained!

Related pages

Stationary process | Marginal distribution | Time series | Perron–Frobenius theorem | Joint probability distribution | Stable distribution | Statistics | Markov chain | Stationary ergodic process | Probability | Asymptotic distribution