LetPij = P(Xn+1 =jXn = i)where {Xn, n = Σ 01,2,3,...} is a Markov chain. Show that for a fixed i, j Pij = 1. =
LetPij = P(Xn+1 =jXn = i)where {Xn, n = Σ 01,2,3,...} is a Markov chain. Show that for a fixed i, j Pij = 1. =
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 13EQ
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