Show that, for an ergodic Markov chain (see Theorem 11.16), The second expression above shows that the
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The second expression above shows that the number K is independent of i. The number K is called Kemenys constant. A prize was offered to the first person to give an intuitively plausible reason for the above sum to be independent of i. (See also Exercise 24.)
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Physics
ISBN: 978-0077339685
2nd edition
Authors: Alan Giambattista, Betty Richardson, Robert Richardson
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