Consider a time reversible continuous-time Markov chain having infinitesimal transition rates q, and limiting probabilities (P). Let
Question:
Consider a time reversible continuous-time Markov chain having infinitesimal transition rates q, and limiting probabilities (P). Let A denote a set of states for this chain, and consider a new continuous-time Markov chain with transition rates q given by cau ifie A, je A otherwise where c is an arbitrary positive number. Show that this chain remains time reversible, and find its limiting probabilities.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: