A transition matrix P is said to be doubly stochastic if the sum over each column equals
Question:
A transition matrix P is said to be doubly stochastic if the sum over each column equals 1; that is, M i0 pij 1, for all j.
If such a chain is irreducible, aperiodic, and consists of M 1 states, show that j M 1
1, for j 0, 1, . . . , M.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Introduction To Operations Research
ISBN: 9780072321692
7th Edition
Authors: Frederick S. Hillier, Gerald J. Lieberman
Question Posted: