Let P(t)=[pij (t)] be the finite-time transition matrix of a finite-state irreducible Markov chain. Show that pij

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Let P(t)=[pij (t)] be the finite-time transition matrix of a finite-state irreducible Markov chain. Show that pij (t) > 0 for all i, j, and t > 0.

Thus, no state in a continuous-time chain displays periodic behavior.

(Hint: Use Problem 8.)

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Applied Probability

ISBN: 9780387004259

1st Edition

Authors: Kenneth Lange

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Question Posted: Oct 31, 2024 03:00 AM

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Let P(t)=[pij (t)] be the finite-time transition matrix of a finite-state irreducible Markov chain. Show that pij

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Applied Probability

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