25. Show that if P and Q are two transition probability matrices with the same number of...
Question:
25. Show that if P and Q are two transition probability matrices with the same number of rows, and hence columns, then PQis also a transition probability matrix. Note that this implies that if P is a transition probability matrix, then so is Pn for any positive integer n.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Fundamentals Of Probability With Stochastic Processes
ISBN: 9780429856273
4th Edition
Authors: Saeed Ghahramani
Question Posted: