20. A transition probability matrix P is said to be doubly stochastic if the sum over each...

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20. A transition probability matrix P is said to be doubly stochastic if the sum over each column equals one; that is,

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If such a chain is irreducible and aperiodic and consists ofM + 1 states 0, 1, . . . ,M, show that the limiting probabilities are given by

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