Show that if X,, X,... is a Markov chain, then it is sta second-order probability masses: P{X, = X. X, = x},

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter2: Matrices
Section2.5: Markov Chain
Problem 47E: Explain how you can determine the steady state matrix X of an absorbing Markov chain by inspection.
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9. |Show that if X,, X2,... is a Markov chain, then it is statistically determined by its
|second-order probability masses: P{X, = Xị , X, = x}, for any i, j = 1, 2,..
Transcribed Image Text:9. |Show that if X,, X2,... is a Markov chain, then it is statistically determined by its |second-order probability masses: P{X, = Xị , X, = x}, for any i, j = 1, 2,..
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