Question: If (i : i = 1, 2, . . . , N) is the invariant distribution of the Markov chain X, show that 2 =

If (πi : i = 1, 2, . . . , N) is the invariant distribution of the Markov chain X, show that

π2 =

1 − p p(N − 1)

π1, π3 =

1 − p p(N − 1)

π2.

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