How to Compute the Sum in the Stationary Distribution of a Markov Chain?

In summary, we have a Markov chain with stationary distributions that can be expressed as ##p_n=\frac{a}{nb+c}p_{n-1}## for positive constants ##a,b,c## and ##n\in\mathbb{N}##. Using normalisation, we can find ##p_0## by taking the inverse of the sum of the infinite product of ##\frac{a}{ib+c}##. To compute this sum, we can try to simplify the product into more manageable terms and then evaluate it.
  • #1
TaPaKaH
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Suppose we have a Markov chain with stationary distributions ##p_n=\frac{a}{nb+c}p_{n-1}## for ##n\in\mathbb{N}## where ##a,b## and ##c## are some positive constants.
It follows that ##p_n=p_0\prod_{i=1}^n\frac{a}{ib+c}##. Normalisation yields ##1=p_0\sum_{n=0}^\infty\prod_{i=1}^n\frac{a}{ib+c}## so ##p_0=\left(\sum_{n=0}^\infty\prod_{i=1}^n\frac{a}{ib+c}\right)^{-1}##.

Question: how can one compute the sum in the brackets?
 
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  • #2
TaPaKaH said:
Suppose we have a Markov chain with stationary distributions ##p_n=\frac{a}{nb+c}p_{n-1}## for ##n\in\mathbb{N}## where ##a,b## and ##c## are some positive constants.
It follows that ##p_n=p_0\prod_{i=1}^n\frac{a}{ib+c}##. Normalisation yields ##1=p_0\sum_{n=0}^\infty\prod_{i=1}^n\frac{a}{ib+c}## so ##p_0=\left(\sum_{n=0}^\infty\prod_{i=1}^n\frac{a}{ib+c}\right)^{-1}##.

Question: how can one compute the sum in the brackets?
Well, let's think about this. What can we do to simplify $$\prod_{1\leq i\leq n}\frac{a}{bi+c}$$ into "workable" terms? Can you give us an attempt?
 

FAQ: How to Compute the Sum in the Stationary Distribution of a Markov Chain?

What is the process for computing a specific sum?

The process for computing a specific sum involves adding together a set of numbers to find the total. This can be done manually or using a calculator or computer program.

What are the most common types of sums that are computed?

The most common types of sums that are computed are arithmetic sums, geometric sums, and infinite series sums.

How can I ensure accuracy when computing a specific sum?

To ensure accuracy when computing a specific sum, it is important to double check your work and use proper mathematical notation. It is also helpful to use a calculator or computer program to avoid human error.

What are some common mistakes to avoid when computing a specific sum?

Some common mistakes to avoid when computing a specific sum include forgetting to carry over numbers when adding, misplacing decimal points, and using incorrect formulas or equations.

How can I improve my skills in computing specific sums?

To improve your skills in computing specific sums, it is important to practice regularly and review basic math concepts. You can also seek help from a tutor or online resources for additional support and practice problems.

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