See the toy example following Theorem 10.3. Find the transition matrix for the Markov chain constructed by

Question:

See the toy example following Theorem 10.3. Find the transition matrix for the Markov chain constructed by the Metropolis–Hastings algorithm. Show that π = (0.1, 0.2, 0.3, 0.4) is the stationary distribution and that the detailed balance condition is satisfied.

Distribution
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