For the Markov chain model of Section 4 6.1, namely, j=1,.,-1, i>1, suppose that the initial state
Question:
For the Markov chain model of Section 4 6.1, namely, j=1,.,-1, i>1, suppose that the initial state is N = where nm. Show that when n, m, and nm are large the number of steps to reach 1 from state N has approximately a Poisson distribution with mean m [clog clog - 1 + log(c - 1 + log(c 1)], where cn/m. (Hint Use Stirling's approximation.)
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: