=+8.13. Suppose that {m} solves (8.30), where it is assumed that E; | -, | < 0,
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=+8.13. Suppose that {m} solves (8.30), where it is assumed that E; | -, | < 0, so that the left side is well defined. Show in the irreducible case that the ", are either all positive or all negative or all 0. Stationary probabilities thus exist in the irreducible case if and only if (8.30) has a nontrivial solution (",) (E;T;
absolutely convergent).
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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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