=+2P n, then prove that = Q and = Q. Furthermore, prove that strict inequality
Question:
=+2P n, then prove that π = πQ and μ = μQ. Furthermore, prove that strict inequality holds in the inequality
π − μTV = 1 2
i
l
(πl − μl)qli
≤
1 2
l
|πl − μl|
i qli
= π − μTV.
This contradiction gives the desired conclusion. Observe that the proof does not use the full force of irreducibility. The argument is valid for a chain with transient states provided they all can reach the designated state i.)
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