Suppose in Example 4.7(B) that if the Markov chain is in state i and the random variable
Question:
Suppose in Example 4.7(B) that if the Markov chain is in state i and the random variable distributed according to q, takes on the value j, then the next state is set equal to j with probability a,/(a; + a,) and equal to i otherwise. Show that the limiting probabilities for this chain are , = a,/a,.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: