Suppose in Example 4.7(B) that if the Markov chain is in state i and the random variable

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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,.

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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