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stochastic process Exercise 1. Let P be the transition matrix of a Markov chain with nite state space (2. A function f : 9 >

stochastic process

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Exercise 1. Let P be the transition matrix of a Markov chain with nite state space (2. A function f : 9 > R is said to be Pharmonic if f(a:) = Emmy), for all a: e 51. yea Show that if P is irreducible, then any Pharmonic function is a constant function

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