=+8.23. 8.11 8.21 1 Let T be the set of transient states and let C be
Question:
=+8.23. 8.11 8.21 1 " Let T be the set of transient states and let C be any closed set of persistent states. Show that the P ,- probabilities of eventual absorption in C for i ET are the minimal solution of y, = E pijy, + E Pij, iET,
-
(8.55)
JET jeC.
0 5y, 51, iET.
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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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