50. To prove Equation (7.24), define the following notation: Xj i time spent in state i...
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50. To prove Equation (7.24), define the following notation:
Xj i ≡ time spent in state i on the j th visit to this state;
Ni(m) ≡ number of visits to state i in the first m transitions In terms of this notation, write expressions for
(a) the amount of time during the first m transitions that the process is in state i;
(b) the proportion of time during the first m transitions that the process is in state i.
Argue that, with probability 1,
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