Is it possible to construct a Markov chain with two (and only two) distinct invariant distributions?
other way to understand :
The set of invariant distributions is a convex set. If it is not a unique, it contains the line segment connecting any two distinct invariant distributions. So its cardinality cannot be a finite number greater than 1. Either it's unique or there are infinitely many of them.
if you have still doubts please ask ! thank you :))
Get Answers For Free
Most questions answered within 1 hours.