Repeated averaging. Let {x1, x2,...} be a bounded sequence of numbers and P the matrix of an
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Repeated averaging. Let {x1, x2,...} be a bounded sequence of numbers and P the matrix of an ergodic chain. Prove that por / Eu,x,. Show that the repeated averaging procedure of example XIII, (10.c) is a special case.
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Related Book For
An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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