=+8.11. Show that the P ,- probabilities of ever leaving U for i E U are the
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=+8.11. Show that the P ,- probabilities of ever leaving U for i E U are the minimal solution of the system.
z, = E pijzi + E pij, iEU,
(8.51)
JEU JEU 0 ≤z; ≤ 1, iEU.
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Related Book For 
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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