Let P(1) and P(2) denote transition probability matrices for ergodicMarkov chains having the same state space. Let
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Let P(1) and P(2) denote transition probability matrices for ergodicMarkov chains having the same state space. Let π1 and π2 denote the stationary (limiting) probability vectors for the two chains. Consider a process defined as follows:
(a) X0 =
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