(4) Suppose P is the transition matrix of an irreducible Markov chain Xn having stationary distribution . Define the tim

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4 Suppose P Is The Transition Matrix Of An Irreducible Markov Chain Xn Having Stationary Distribution Define The Tim 1 (33.75 KiB) Viewed 66 times

(4) Suppose P is the transition matrix of an irreducible Markov chain Xn having stationary distribution . Define the time reversal of Xn to be the chain Ấn with transition matrix P(x, y) = P(y,x); T(y) π(x)* Show that is stationary for Ân, and for any xo,...,xt € S, we have Pr (Xo= æo, ..., X = x) = P(xo= 2t,... =20). P₁