Show that a finite state, ergodic Markov chain such that P,, > 0 for all ij is

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Show that a finite state, ergodic Markov chain such that P,, > 0 for all ij is time reversible if, and only if, PPP = PPP for all i, j, k

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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Question Posted: Sep 06, 2024 09:04 AM

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Show that a finite state, ergodic Markov chain such that P,, > 0 for all ij is

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Stochastic Processes

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