=+ (b) Part (a) goes through under the sole assumption that P is a diagonalizable matrix. Now
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=+
(b) Part
(a) goes through under the sole assumption that P is a diagonalizable matrix. Now assume also that it is an irreducible, aperiodic stochastic matrix, and arrange the notation so that A, = 1. Show that each row of A, is the vector
(Tr 1, ..., Tr,) of stationary probabilities. Since
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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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