4.5. Let P be the transition probability matrix of a finite state regular Markov chain. Let M...

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4.5. Let P be the transition probability matrix of a finite state regular Markov chain. Let M = Ilm;jll be the matrix of mean return times.

(a) Use a first step argument to establish that

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(b) Multiply both sides of the preceding by ir, and sum to obtain

Simplify this to show (see equation (4.5))

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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Question Posted: Oct 31, 2024 03:01 AM

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4.5. Let P be the transition probability matrix of a finite state regular Markov chain. Let M...

Question:

m = 1 +Pmj k#j

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An Introduction To Stochastic Modeling

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