4.4. Let {a; : i = 1, 2, ...} be a probability distribution, and consider the Markov...
Question:
4.4. Let {a; : i = 1, 2, ...} be a probability distribution, and consider the Markov chain whose transition probability matrix is
What condition on the probability distribution { a; : i = 1, 2, ... } is necessary and sufficient in order that a limiting distribution exist, and what is this limiting distribution? Assume
a, > 0 and a2 > 0, so that the chain is aperiodic.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
An Introduction To Stochastic Modeling
ISBN: 9780126848878
3rd Edition
Authors: Samuel Karlin, Howard M. Taylor
Question Posted: