3 ms·
> If the Markov chain is ergodic then maybe you can talk about the entropy of the stationary distribution? Then it's just $-\sum p_i lg(p_i)$ of the stationary
by kgwgk 2mo ago
> If the Markov chain is ergodic then maybe you can talk about the entropy of the stationary distribution? Then it's just $-\sum p_i lg(p_i)$ of the stationary distribution probabilities?
That's essentially what he's doing there. He makes the calculation for N=8 but for very large N the result converges to N times that entropy.