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(4) Suppose P is the transition matrix of an irreducible Markov chain Xn having stationary distribution . Define the tim
Posted: Wed Jul 06, 2022 12:27 pm
by answerhappygod
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(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