(n) If P is the tpm of a homogeneous Markov chain, then the n-step tpm P™ is equal to P". i.e., = [P"] = [P;]" %3D

MATLAB: An Introduction with Applications
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Prove the property

(n)
If P is the tpm of a homogeneous Markov chain, then the n-step tpmP"is equal
to P".
i.e.,
= [P,"] = [Pg]"
%3D
%3D
Transcribed Image Text:(n) If P is the tpm of a homogeneous Markov chain, then the n-step tpmP"is equal to P". i.e., = [P,"] = [Pg]" %3D %3D
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