=+8.26. Eigenvalues. Consider an irreducible, aperiodic chain with state space (1 ,..., s). Let To = (T
Question:
=+8.26. Eigenvalues. Consider an irreducible, aperiodic chain with state space (1 ,..., s).
Let To = (T ] ,. .., ",) be (Example 8.14) the row vector of stationary probabili-
ties, and let co be the column vector of I's; then ro and Co are left and right eigenvectors of P for the eigenvalue À = 1.
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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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