Unkown Blogger Pursues a Deranged Quest for Normalcy

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It will be all right in the end. If it is not all right it is not the end.

Posted by ubpdqn on March 2, 2012

The post title is expressed by a character in a trailer for the movie “The Best Exotic Marigold Hotel”.  I am using it is a segue into long run behaviour of finite irreducible reversible Markov chains…finding the stationary  distribution.  All these terms are clearly defined and related in Professor Blitzstein’s STAT110 lectures. I explore the example of a random walk on an undirected graph in this post.

The random walk rather than being one dimensional, e.g. step left or right or other space is constrained to an underlying graph. At each step, there is an equiprobable choice to go to any of the nodes connected to the starting state.


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