12.13 Problems 249 earlier moves. Let Xn be her position after n moves. Show that (Xn :...

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12.13 Problems 249 earlier moves. Let Xn be her position after n moves. Show that (Xn : n ≥ 0) is a reversible Markov chain, and find its invariant distribution.

What is the mean number of moves before she returns to her starting square?

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Probability An Introduction

ISBN: 9780198709978

2nd Edition

Authors: Geoffrey Grimmett, Dominic Welsh

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