Show that if state j is transient, then (10.18) holds for all i. [Hint: By the note

Question:

Show that if state j is transient, then (10.18) holds for all i. [Hint: By the note following (10.18), the left side of (10.18) is equal to the expected number of visits to j when the chain starts in i. If j is not accessible from i, then the expected number of visits to j is zero when the chain starts in i; otherwise, the chains makes k visits to j (k ≥ 1) if and only if it makes its first visit to j and then returns k − 1 times to j .]

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: