LetPij = P(Xn+1 =jXn = i)where {Xn, n = Σ 01,2,3,...} is a Markov chain. Show that for a fixed i, j Pij = 1. =

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
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LetPij = P(Xn+1 = j|Xn = i)where
{Xn, n = 01,2,3,...} is a Markov chain. Show that for a fixed i, ·Σ₁, P₁ = 1.
¹j
Transcribed Image Text:LetPij = P(Xn+1 = j|Xn = i)where {Xn, n = 01,2,3,...} is a Markov chain. Show that for a fixed i, ·Σ₁, P₁ = 1. ¹j
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