Consider a Markov chain with transition probabilities qi,j , i, j ≥ 0. Let N0,k, k = 0, be the number of transitions, starting in state 0, until this Markov chain enters state k. Consider another Markov chain with transition probabilities Pi,j , i, j ≥ 0, where

Give explanations as to whether the following identities are true or false.

Transcribed Image Text:

Pi,j=qi,j, i+k Pk,j=0, jk Pk.k = 1