Let P be the transition matrix of an ergodic Markov chain and P* the reverse transition matrix.

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Let P be the transition matrix of an ergodic Markov chain and P* the reverse transition matrix. Show that they have the same fixed probability vector w.

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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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Question Posted: Apr 08, 2010 04:51 AM

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Let P be the transition matrix of an ergodic Markov chain and P* the reverse transition matrix.

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Assume that w is a fixed vector ...View the full answer

Applied Linear Algebra

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