Regarding Examples 15.2 and 15.3, show the following: (i) fX(x), or X(B) = B fX(x) dx,
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Regarding Examples 15.2 and 15.3, show the following:
(i) fX(x), or πX(B) =
B fX(x) dx, is a stationary distribution for the Markov chain Xt .
(ii) fY (y), or πY (B) =
B fY (y) dy, is a stationary distribution for the Markov chain Yt .
(iii) f (x, y), or π(B) =
B f (x, y) dx dy, is a stationary distribution for the Markov chain Zt .
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