Question: Prove that if P is the transition matrix of an ergodic chain, then (1/2) (I+P) is the transition matrix of a regular chain. Hint: Use

Prove that if P is the transition matrix of an ergodic chain, then (1/2) (I+P) is the transition matrix of a regular chain. Hint: Use Exercise 26.

Step by Step Solution

3.58 Rating (172 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

If P is ergodic it is possible to go between ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

M-S-M-C (21).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!